论文信息 - A law of the iterated logarithm for an estimate of frequency

A law of the iterated logarithm for an estimate of frequency

A form of the law of the iterated logarithm is proved for the estimate of the frequency,[omega]0, of a sinusoidal oscillation when observed subject to stationary noise. The estimate,, is the location of the maximum of the periodogram from T observations. The form of the law is unusual since it is whose limit superior is a.s. finite.

E. J. Hannan | E. Hannan | M. Mackisack | M. Mackisack

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