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Estimation of Frequencies

  • Conference paper
Athens Conference on Applied Probability and Time Series Analysis

Part of the book series: Lecture Notes in Statistics ((LNS,volume 115))

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Abstract

Among the many outstanding contributions which Ted Hannan made to Time Series Analysis his interest in the problem of detecting and estimating the frequencies of periodic components was a recurrent theme. He first discussed this topic in his early monograph [Han60], and he continued his studies throughout his research career, his final papers appearing in 1993. In this paper we present a discursive survey of the subject in which we highlight, inter alia, Ted Hannan’s seminal contributions. Since the paper is written for a broad readership, not all of whom will be specialists in Time Series Analysis, we first describe briefly the general nature of the problem and recall some early attempts to obtain its solutions.

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Author information

Authors and Affiliations

  1. University of Manchester Institute of Science and Technology, UK

    M. B. Priestley

Authors
  1. M. B. Priestley
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Editor information

Editors and Affiliations

  1. Department of Economics, London School of Economics, Houghton Street, London, WC2A 2AE, Great Britain

    P. M. Robinson

  2. Department of Mathematics, University of California, San Diego, La Jolla, CA, 92093, USA

    Murray Rosenblatt

  3. Department of Statistics, Colorado State University, Ft. Collins, CO, 80523, USA

    Murray Rosenblatt

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© 1996 Springer-Verlag New York, Inc.

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Priestley, M.B. (1996). Estimation of Frequencies. In: Robinson, P.M., Rosenblatt, M. (eds) Athens Conference on Applied Probability and Time Series Analysis. Lecture Notes in Statistics, vol 115. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2412-9_23

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  • DOI: https://doi.org/10.1007/978-1-4612-2412-9_23

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-94787-7

  • Online ISBN: 978-1-4612-2412-9

  • eBook Packages: Springer Book Archive

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