THE EFFECT OF ORDER ESTIMATION ON ESTIMATING THE PEAK FREQUENCY OF AN AUTOREGRESSIVE SPECTRAL DENSITY
成果类型：
Article
署名作者：
ENSOR, KB; NEWTON, HJ
署名单位：
Texas A&M University System; Texas A&M University College Station
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1988
页码：
587589
关键词：
摘要：
The effect of estimating the order of an autoregressive process no estimating the peak frequency is examined. For consistent order determining methods it is shown that the asymptotic results are the same as for the case when the order is known. For the order criteria which asymptotically overestimate the order, the peak frequency estimator is shown to be a consistent estimator of the true peak frequency.