Using the periodogram to estimate period in nonparametric regression
用周期图估计非参数回归中的周期AI 解读 ↓
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AI 根据所提供的论文材料归类:摘要直接研究周期图、周期估计及观测时间安排,属于时间序列频域方法的相关方向,但其明确应用动机来自天文学。
用周期图估计非参数回归中的周期AI 解读 ↓
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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 variance than its least-squares counterpart, and a periodogram-based approach is more prone to suffer difficulties caused by periodicity of the observation schedule. While the periodogram remains a very attractive tool, the information provided in this paper allows users to assess more readily the extent to which it can be relied upon in a nonparametric setting. This aspect of our contributions is discussed theoretically and illustrated by numerical studies involving a real dataset.