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Frequency estimation based on the cumulated Lomb–Scargle periodogram.

Authors :
Lévy-Leduc, C.
Moulines, E.
Roueff, F.
Source :
Journal of Time Series Analysis. Nov2008, Vol. 29 Issue 6, p1104-1131. 28p. 1 Chart, 2 Graphs.
Publication Year :
2008

Abstract

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 of the asymptotic variance. Some Monte Carlo experiments are then presented to support our claims. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01439782
Volume :
29
Issue :
6
Database :
Academic Search Index
Journal :
Journal of Time Series Analysis
Publication Type :
Academic Journal
Accession number :
34909248
Full Text :
https://doi.org/10.1111/j.1467-9892.2008.00599.x