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Estimating The Number Of Terms In A Sinusoidal Regression

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  • B. G. Quinn

Abstract

. A procedure based on the automatic information criterion procedure of Akaike is presented for estimating the number of sinusoidal terms present in a time series. The procedure is shown to produce a strongly consistent estimator.

Suggested Citation

  • B. G. Quinn, 1989. "Estimating The Number Of Terms In A Sinusoidal Regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 10(1), pages 71-75, January.
    • Handle: RePEc:bla:jtsera:v:10:y:1989:i:1:p:71-75
    DOI: 10.1111/j.1467-9892.1989.tb00016.x
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    File URL: https://doi.org/10.1111/j.1467-9892.1989.tb00016.x
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    Cited by:

    1. Kliger, Mark & Francos, Joseph M., 2008. "Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 3075-3081, December.
    2. Hidalgo, Javier, 2005. "Semiparametric estimation for stationary processes whose spectra have an unknown pole," LSE Research Online Documents on Economics 6842, London School of Economics and Political Science, LSE Library.
    3. Javier Hidalgo, 2005. "Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole," STICERD - Econometrics Paper Series 481, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    4. Barry G. Quinn, 2021. "Fisher's g Revisited," International Statistical Review, International Statistical Institute, vol. 89(2), pages 402-419, August.

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