Asymptotic analysis of a multiple frequency estimation method

DOI10.1006/JMVA.1993.1058zbMath0779.62084OpenAlexW2066049831MaRDI QIDQ689345

Ta-Hsin Li, Benjamin Kedem-Kimelfeld

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1058

zbMATH Keywords

asymptotic normalityfrequency estimationspectral analysisbiasleast-squares estimatoralmost sure convergencestrong consistencycontractive mappingautoregressive representationfixed- pointharmonic retrievalmixed-spectrum time seriesmultiple frequency estimationparametric filteringPF estimatorProny's least-squares estimator

Mathematics Subject Classification ID

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

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