A statistically and computationally efficient method for frequency estimation

DOI10.1016/S0304-4149(99)00085-XzbMath1024.62037WikidataQ127065645 ScholiaQ127065645MaRDI QIDQ1411875

D. Massart

Publication date: 3 November 2003

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

limiting distributionsadaptive regularization parameterinitial guesscontraction mapping methodestimating frequencies of sinusoidsiterative search procedures

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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