AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES

Chen Zhao‐Guo

Journal of Time Series Analysis, 1988, vol. 9, issue 3, 301-317

Abstract: Abstract. An alternative procedure is developed to detect the hidden frequencies in linear processes which differs from the procedure proposed earlier by the author. The advantage of the new procedure is that it enables us to detect a hidden frequency in the noise when the spectral density possesses high peaks. In such cases the earlier procedure often fails in practice. We also prove the convergence of a spectral estimate designed to reduce the influence of hidden frequencies.

Date: 1988
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