Frequency estimation based on the cumulated Lomb-Scargle periodogram

Details Frequency estimation based on the cumulated Lomb-Scargle periodogram Frequency estimation based on the cumulated Lomb-Scargle periodogram

2007-12-30

arxiv.org/abs/0801.0158v1

Mathematics

Statistics Theory

Nombre de pages : 22

Scientific paper

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.

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