On frequency estimation BY JOHN A. RICE AND MURRAY ROSENBLATT
نویسندگان
چکیده
This paper discusses a least-squares procedure and the use of the periodogram for isolating a discrete harmonic of a time series. It is shown that the usual asymptotics on estimation of frequency, amplitude and phase of such a harmonic have to be used with great caution from a moderate sample perspective. Computational issues are discussed and some illustrations are provided. Bolt & Brillinger (1979) make use of these asymptotic results.
منابع مشابه
An Introduction to the Bootstrap
15 Empirical Bayes Method, 2nd edition J.S. Maritz and T. Lwin (1989) Symmetric Multivariate and Related Distributions K.-T. Fang, S. Kotz and K. Ng (1989) Ieneralized Linear Models, 2nd edition P. McCullagh and J.A. Neider (1989) 38 Cyclic Designs J.A. John (1987) 39 Analog Estimation Methods in Econometrics C.F. Manski (1988) 40 Subset Selection in Regression A.J. Miller (1990) 41 Analysis of...
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