THE DETERMINATION OF THE NUMBER OF TERMS IN A MULTICHANNEL SINUSOIDAL REGRESSION

Hideaki Sakai

Journal of Time Series Analysis, 1993, vol. 14, issue 6, 621-628

Abstract: Abstract. This paper treats a problem in multichannel harmonic analysis when the signals are sums of sinusoids whose periods are divisors of the series length and the disturbance noises are white Gaussian. The presence or absence of the harmonics is determined by an information‐criterion‐like method. The criterion proposed here is a multichannel generalization of a Bayesian information criterion for the scalar signal case independently derived by Quinn and the author. The criterion is based on the distribution of the maximum of N/2 independent χ2d7 random variables where N is the series length and d is the number of channels. Some simulation results are also presented.

Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1111/j.1467-9892.1993.tb00170.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:14:y:1993:i:6:p:621-628

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().