Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape
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DOI: 10.1111/j.1467-9892.2006.00493.x
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References listed on IDEAS
- Franses, Philip Hans, 1996. "Periodicity and Stochastic Trends in Economic Time Series," OUP Catalogue, Oxford University Press, number 9780198774549.
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Cited by:
- Oliver Linton & Michael Vogt, 2012. "Nonparametric estimation of a periodic sequence in the presence of a smooth trend," CeMMAP working papers 23/12, Institute for Fiscal Studies.
- Michael Vogt & Oliver Linton, 2014.
"Nonparametric estimation of a periodic sequence in the presence of a smooth trend,"
Biometrika, Biometrika Trust, vol. 101(1), pages 121-140.
- Oliver Linton & Michael Vogt, 2012. "Nonparametric estimation of a periodic sequence in the presence of a smooth trend," CeMMAP working papers CWP23/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- C. Lévy‐Leduc & E. Moulines & F. Roueff, 2008. "Frequency estimation based on the cumulated Lomb–Scargle periodogram," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 1104-1131, November.
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