Frequency estimation based on the cumulated Lomb-Scargle periodogram

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We consider the problem of estimating the period of an unknown periodic function observed in additive 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.
Nombre de pages : 22

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Statistics Theory

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http://salesiana.dossiersoluciones.com/handle/123456789/145121

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0801.0158
 http://arxiv.org/abs/0801.0158

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arXiv