Frequency estimation based on the cumulated Lomb-Scargle periodogram
نویسندگان
چکیده
منابع مشابه
Frequency Estimation Based on the Cumulated Lomb-scargle Periodogram
We consider the problem of estimating the period of an unknown periodic function observed in additive Gaussian noise sampled at irregularly spaced time instants in a semiparametric setting. To solve this problem, we propose a novel estimator based on the cumulated Lomb-Scargle periodogram. We prove that this estimator is consistent, asymptotically Gaussian and we provide an explicit expression ...
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ژورنال
عنوان ژورنال: Journal of Time Series Analysis
سال: 2008
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2008.00599.x