Estimating the fundamental frequency of a periodic function

Swagata Nandi () and Debasis Kundu ()
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Swagata Nandi: Ruprecht-Karls-Universität Heidelberg
Debasis Kundu: Department of Mathematics

Statistical Methods & Applications, 2004, vol. 12, issue 3, No 6, 360 pages

Abstract: Abstract. In this paper we consider the problem of estimation of the fundamental frequency of a periodic function, which has several applications in Speech Signal Processing. The problem was originally proposed by Hannan (1974) and later on Quinn and Thomson (1991) provided an estimation procedure of the unknown parameters. It is observed that the estimation procedure of Quinn and Thomson (1991) is quite involved numerically. In this paper we propose to use two simple estimators and it is observed that their performance are quite satisfactory. Asymptotic properties of the proposed estimators are obtained. The large sample properties of the estimators are compared theoretically. We present some simulation results to compare their small sample performance. One speech data is analyzed using this particular model.

Keywords: Fundamental frequency; least squares estimators; periodogram estimator; asymptotic distribution (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1007/s10260-003-0063-1

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