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Confidence Regions for Spectral Peak Frequencies
Author(s) -
Timmer Jens,
Lauk M.,
Lücking C. H.
Publication year - 1997
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710390713
Subject(s) - confidence interval , statistics , mathematics
A procedure is proposed to obtain confidence regions for spectral peak frequencies. The method is based on resampling the periodogram from the estimated spectrum in order to reestimate the spectrum and its peak frequency. We investigate the dependence of the results from the applied spectral estimator in three simulation studies and apply the method to tremor data.