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A law of the iterated logarithm for an estimate of frequency

Author

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  • Hannan, E. J.
  • Mackisack, M.

Abstract

A form of the law of the iterated logarithm is proved for the estimate of the frequency,[omega]0, of a sinusoidal oscillation when observed subject to stationary noise. The estimate,, is the location of the maximum of the periodogram from T observations. The form of the law is unusual since it is whose limit superior is a.s. finite.

Suggested Citation

  • Hannan, E. J. & Mackisack, M., 1986. "A law of the iterated logarithm for an estimate of frequency," Stochastic Processes and their Applications, Elsevier, vol. 22(1), pages 103-109, May.
    • Handle: RePEc:eee:spapps:v:22:y:1986:i:1:p:103-109
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    Cited by:

    1. Grant, Andrew J. & Quinn, Barry G., 2020. "The estimation of frequency in the multichannel sinusoidal model," Journal of Multivariate Analysis, Elsevier, vol. 175(C).

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