Frequency estimation based on the cumulated Lomb-Scargle periodogram
Statistics Theory
2008-01-03 v1 Statistics Theory
Abstract
We consider the problem of estimating the period of an unknown periodic function observed in additive noise sampled at irregularly spaced time instants in a semiparametric setting. To solve this problem, we propose a novel estimator based on the cumulated Lomb-Scargle periodogram. We prove that this estimator is consistent, asymptotically Gaussian and we provide an explicit expression of the asymptotic variance. Some Monte-Carlo experiments are then presented to support our claims.
Cite
@article{arxiv.0801.0158,
title = {Frequency estimation based on the cumulated Lomb-Scargle periodogram},
author = {Céline Lévy-Leduc and Eric Moulines and François Roueff},
journal= {arXiv preprint arXiv:0801.0158},
year = {2008}
}
Comments
Nombre de pages : 22