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AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS |
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| Authors: | Xiaobao Wang |
| Affiliation: | University of Texas |
| Abstract: | Abstract. An AIC type estimator for the number of cosinusoids is studied. The estimator is proved to be strongly consistent in the presence of colored noise. |
| Keywords: | AIC number of cosinusoids maximum of periodogram strong consistency |