AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS

DOI10.1111/j.1467-9892.1993.tb00155.xzbMath0779.62086OpenAlexW2098712706MaRDI QIDQ3141192

Xiaobao Wang

Publication date: 10 December 1993

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00155.x

zbMATH Keywords

colored noisestrong consistencymaximum of periodogramAIC type estimatornumber of cosinusoids

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

Testing for a jump in the periodogram ⋮ Sinusoidal order estimation using angles between subspaces ⋮ Statistical Analysis of Non Linear Least Squares Estimation for Harmonic Signals in Multiplicative and Additive Noise ⋮ A consistent model selection for orthogonal regression under component-wise shrinkage ⋮ Consistent order selection with strongly dependent data and its application to efficient estimation.

Cites Work

• A stability result for the periodogram
• The maximum of the periodogram
• A law of the iterated logarithm for an estimate of frequency
• The estimation of frequency
• On the asymptotic distributions of maxima of trigonometric polynomials with random coefficients
• On frequency estimation
• Autoregressive frequency estimation

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