Estimation of frequencies of sinusoids in the presence of noise

DOI10.2307/3315010zbMath0422.62082OpenAlexW1993298473MaRDI QIDQ3856012

L. Lorne Campbell, B. G. Ong

Publication date: 1979

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315010

zbMATH Keywords

Gaussian noisecovariance matrixperiodicitiesapproximately unbiasedfrequency resolutionapproximately normally distributedestimation of frequencies of sinusoidsshort observation time

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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• The estimation of frequency
• A test of whether several time series share common periodicities
• On the estimation of a harmonic component in a time series with stationary independent residuals

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