THE COMPARISON OF LEAST SQUARES AND THIRD-ORDER PERIODOGRAM PROCEDURES IN THE ESTIMATION OF BIFREQUENCY

DOI10.1111/J.1467-9892.1980.TB00303.XzbMath0486.62098OpenAlexW2014549944MaRDI QIDQ3947023

David R. Brillinger

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1980.tb00303.x

zbMATH Keywords

comparisontime seriesnonlinearitystationaryleast squaresbispectrumhidden frequenciesestimation of bifrequencythird-order periodogram procedures

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Time series, point processes, and hybrids

Cites Work

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• The estimation of frequency
• Local Asymptotic Normality for Non-Identically Distributed Observations
• Properties of Maximum Likelihood and Bayes’ Estimators for Non-Identically Distributed Observations
• On the estimation of a harmonic component in a time series with stationary dependent residuals
• Parameter Estimation for an $R$-Dimensional Plane Wave Observed with Additive Independent Gaussian Errors

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