Premium
AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES
Author(s) -
ZhaoGuo Chen
Publication year - 1988
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1988.tb00472.x
Subject(s) - mathematics , convergence (economics) , noise (video) , algorithm , pattern recognition (psychology) , statistical physics , statistics , artificial intelligence , computer science , economics , image (mathematics) , economic growth , physics
. An alternative procedure is developed to detect the hidden frequencies in linear processes which differs from the procedure proposed earlier by the author. The advantage of the new procedure is that it enables us to detect a hidden frequency in the noise when the spectral density possesses high peaks. In such cases the earlier procedure often fails in practice. We also prove the convergence of a spectral estimate designed to reduce the influence of hidden frequencies.