Weighted Estimation of Harmonic Components in a Musical Sound Signal

Rafael A. Irizarry

Journal of Time Series Analysis, 2002, vol. 23, issue 1, 29-48

Abstract: The study of musical sound has become a popular research field. Harmonic regression signal plus noise statistical models have been used to analyze sound signals. However, it is common to give estimates of harmonic parameters without indications of their uncertainties. Least squares estimates for harmonic models have been studied and asymptotic variance expression have been developed. In practice, window‐based estimates are used. This paper studies the statistical properties of such estimates; in particular, we use asymptotic variance expressions to develop standard errors and construct confidence intervals. We present applications and examples of the statistical techniques to musical sound signal analysis.

Date: 2002
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/1467-9892.01515

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:23:y:2002:i:1:p:29-48

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 ().