Semi-parametric second-order efficient estimation of the period of a signal
arXiv:0711.3955 · doi:10.3150/07-BEJ5077
Abstract
This paper is concerned with the estimation of the period of an unknown periodic function in Gaussian white noise. A class of estimators of the period is constructed by means of a penalized maximum likelihood method. A second-order asymptotic expansion of the risk of these estimators is obtained. Moreover, the minimax problem for the second-order term is studied and an estimator of the preceding class is shown to be second order efficient.
Published in at http://dx.doi.org/10.3150/07-BEJ5077 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)