Estimating the frequency of a periodic function

B. G. Quinn*, P. J. Thomson

*Corresponding author for this work

Research output: Contribution to journalArticle

49 Citations (Scopus)

Abstract

SUMMARY: The problem of estimating the frequency and other parameters of a cyclical oscillation is considered, where the data consists of a periodic function observed subject to stationary additive noise. An estimation procedure is proposed and the asymptotic properties of the estimators established. Tests for unknown frequencies to be harmonics of a fundamental frequency are also developed and their asymptotic properties investigated. The procedures are applied to observations on the variable star S. Carinae.

Original languageEnglish
Pages (from-to)65-74
Number of pages10
JournalBiometrika
Volume78
Issue number1
DOIs
Publication statusPublished - Mar 1991
Externally publishedYes

Keywords

  • Frequency estimation
  • Periodogram analysis
  • Spectral analysis
  • Test for harmonics

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