Hidden Frequency Estimation with Data Tapers

DOI10.1111/1467-9892.00177zbMath0958.62089OpenAlexW2022776821MaRDI QIDQ2703250

Rainer Dahlhaus, K. H. Wu, Zao-Guo Chen

Publication date: 1 March 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://archiv.ub.uni-heidelberg.de/volltextserver/20794/1/Beitrag.54.pdf

zbMATH Keywords

asymptotic normalityperiodogramsecondary analysisfrequency leakage

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

Frequency and phase estimation in time series with quasi periodic components ⋮ Semi-parametric second-order efficient estimation of the period of a signal ⋮ Autoregressive frequency detection using regularized least squares

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