On frequency estimation
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Publication:3800938
DOI10.1093/biomet/75.3.477zbMath0654.62077OpenAlexW2011270065MaRDI QIDQ3800938
John A. Rice, Murray Rosenblatt
Publication date: 1988
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/75.3.477
harmonic analysisperiodogramleast squares procedureiterative searchtime series modelfrequency estimatenumerical problemsamplitude estimatenonlinear estimation equationsstationary noise sequence
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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