Frequency estimation based on the cumulated Lomb-Scargle periodogram

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dc.creatorLévy-Leduc, Céline
dc.creatorMoulines, Eric
dc.creatorRoueff, François
dc.date2007-12-30
dc.date.accessioned2026-07-07T08:51:58Z
dc.date.available2026-07-07T08:51:58Z
dc.descriptionWe 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.
dc.descriptionNombre de pages : 22
dc.identifierhttps://arxiv.org/abs/0801.0158
dc.identifierhttp://arxiv.org/abs/0801.0158
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/145121
dc.subjectStatistics Theory
dc.titleFrequency estimation based on the cumulated Lomb-Scargle periodogram
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