ON FREQUENCY ESTIMATION
成果类型：
Article
署名作者：
RICE, JA; ROSENBLATT, M
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.2307/2336597
发表日期：
1988
页码：
477484
关键词：
摘要：
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 and Brillinger (1979) make use of these asymptotic results.