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Using the periodogram to estimate period in nonparametric regression

Hall, Peter; Li, Ming

Description

Properties of the periodogram are seldom studied in the setting of nonparametric regression, although that is the context in which the periodogram is widely applied in astronomy. There it is a competitor with more recent least-squares methods. The periodogram has the advantage of providing significant graphical insight into statistical and numerical aspects of the problem. However, as we show in the present paper, it also has drawbacks. The estimator that it produces has somewhat higher...[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
URI: http://hdl.handle.net/1885/18577
Source: Biometrika
DOI: 10.1093/biomet/93.2.411

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