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Amplitude estimation in multiple frequency spectrum

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Publication:4275854
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DOI10.1080/03610929308831195zbMath0784.62081OpenAlexW2002355883MaRDI QIDQ4275854

Sílvia R. C. Lopes

Publication date: 12 April 1994

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10183/204873


zbMATH Keywords

white noiserecursive methodstationary time seriesfrequency detectionnoise processhigher order correlationsiteration mappingscontinuous spectrum noiseHOC sequencesmixed spectrum stationary processparametric family of linear filters


Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)





Cites Work

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  • Correlation theory of stationary and related random functions. Volume I: Basic results
  • Higher order crossings spectral analysis of an almost periodic random sequence in noise
  • On the estimation of a harmonic component in a time series with stationary independent residuals




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