PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Semiparametric second order efficient estimation of the period of a signal and applications
Ismael Castillo
Bernoulli 2005.


We consider the problem of estimating the period of an unknown periodic function in Gaussian white noise. We construct a class of estimators of the period by a penalized maximum likelihood method. We obtain a second order asymptotic expansion of the risk of such estimators and construct a second order efficient estimator when the unknown function belongs to some known class.

EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Theory & Algorithms
ID Code:1746
Deposited By:Ismael Castillo
Deposited On:28 November 2005