A law of the iterated logarithm for an estimate of frequency

DOI10.1016/0304-4149(86)90117-1zbMath0613.60024OpenAlexW2057453516MaRDI QIDQ1819457

M. Mackisack, E. J. Hannan

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90117-1

zbMATH Keywords

law of the iterated logarithmperiodogramspectral densityweakly mixing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Related Items (6)

Estimation of the mixed AR and hidden periodic model ⋮ DETERMINING THE NUMBER OF TERMS IN A TRIGONOMETRIC REGRESSION ⋮ The estimation of frequency in the multichannel sinusoidal model ⋮ The maximum of the periodogram of a non-Gaussian sequence. ⋮ Unnamed Item ⋮ AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS

Cites Work

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• The maximum of the periodogram
• Ergodic theory. Introductory lectures
• The estimation of frequency
• Rates of convergence for time series regression
• Central limit theorems for time series regression

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