Consistency and asymptotic normality of the periodogram estimator of harmonic oscillation parameters

DOI10.1090/S0094-9000-2015-00933-9zbMath1327.62396OpenAlexW2079275292MaRDI QIDQ2944751

B. M. Zhurakovsky, Alexander V. Ivanov

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2015-00933-9

zbMATH Keywords

periodogram estimatorharmonic oscillationhidden periodicities

Mathematics Subject Classification ID

Linear inference, regression (62J99) General nonlinear regression (62J02)

Cites Work

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• The Estimation and Tracking of Frequency
• The estimation of frequency
• On the estimation of a harmonic component in a time series with stationary dependent residuals
• Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence
• The simultaneous estimation of a time series harmonic components and covariance structure

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