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An Aic Type Estimator For The Number Of Cosinusoids

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  • Xiaobao Wang

Abstract

. 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.

Suggested Citation

  • Xiaobao Wang, 1993. "An Aic Type Estimator For The Number Of Cosinusoids," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(4), pages 433-440, July.
    • Handle: RePEc:bla:jtsera:v:14:y:1993:i:4:p:433-440
    DOI: 10.1111/j.1467-9892.1993.tb00155.x
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    Cited by:

    1. Hidalgo, Javier, 2002. "Consistent order selection with strongly dependent data and its application to efficient estimation," Journal of Econometrics, Elsevier, vol. 110(2), pages 213-239, October.
    2. Hidalgo, Javier, 2002. "Consistent order selection with strongly dependent data and its application to efficient estimation," LSE Research Online Documents on Economics 6856, London School of Economics and Political Science, LSE Library.
    3. Javier Hidalgo, 2002. "Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation," STICERD - Econometrics Paper Series 430, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

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