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AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS
Author(s) -
Wang Xiaobao
Publication year - 1993
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.1467-9892.1993.tb00155.x
Subject(s) - mathematics , estimator , consistent estimator , trimmed estimator , type (biology) , minimum variance unbiased estimator , statistics , stein's unbiased risk estimate , bias of an estimator , ecology , biology
. An AIC type estimator for the number of cosinusoids is studied. The estimator is proved to be strongly consistent in the presence of colored noise.