A law of the iterated logarithm for an estimate of frequency

E. J. Hannan and M. Mackisack

Stochastic Processes and their Applications, 1986, vol. 22, issue 1, 103-109

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.

Keywords: integrated; logarithm; oscillatory; frequency; periodogram; weak; mixing (search for similar items in EconPapers)
Date: 1986
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