The maximum of the periodogram

DOI10.1016/0047-259X(83)90017-9zbMath0517.62094MaRDI QIDQ1053404

Zhao-Guo Chen, Hong-Zhi An, E. J. Hannan

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

strong convergencelaw of iterated logarithmstationary ergodic processmaximum of periodogram

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Strong limit theorems (60F15) Trigonometric polynomials, inequalities, extremal problems (42A05)

Related Items (29)

Testing for structural change in regression with long memory processes ⋮ Residual log-periodogram inference for long-run relationships ⋮ A goodness-of-fit test for ARCH(\(\infty\)) models ⋮ Asymptotic normality of sample autocovariances with an application in frequency estimation ⋮ On maxima of periodograms of stationary processes ⋮ Goodness of fit for lattice processes ⋮ MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES ⋮ Estimation of the frequency in cyclical long-memory series ⋮ Estimation of the mixed AR and hidden periodic model ⋮ Differencing as an approximate de-trending device ⋮ A statistically and computationally efficient method for frequency estimation ⋮ The periodogram at the Fourier frequencies ⋮ An alternative bootstrap to moving blocks for time series regression models ⋮ The expected $L_{p}$ norm of random polynomials ⋮ Covariance matrix estimation for stationary time series ⋮ ESTIMATING THE NUMBER OF TERMS IN A SINUSOIDAL REGRESSION ⋮ AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES ⋮ Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series ⋮ ON-LINE FREQUENCY ESTIMATION ⋮ A goodness-of-fit test for ARCH(\(\infty\)) models ⋮ The maximum of the periodogram of a non-Gaussian sequence. ⋮ Unnamed Item ⋮ ON LOW AND HIGH FREQUENCY ESTIMATION ⋮ A law of the iterated logarithm for an estimate of frequency ⋮ Asymptotics of least squares for nonlinear harmonic regression ⋮ THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES ⋮ A consistent model selection for orthogonal regression under component-wise shrinkage ⋮ AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS ⋮ A bootstrap causality test for covariance stationary processes

Cites Work

• The estimation of the order of an ARMA process
• The estimation of frequency
• THE DISTRIBUTION OF PERIODOGRAM ORDINATES
• The Hartman-Wintner Law of the Iterated Logarithm for Martingales
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