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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© 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
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