Confidence Regions for Spectral Peak Frequencies
Jens Timmer, M. Lauk, C.H. Lücking · Biometrical Journal · 1997
Abstract A procedure is proposed to obtain confidence regions for spectral peak frequencies. The method is based on resampling the periodogram from the estimated spectrum in order to reestimate the spectrum and its peak frequency. We investigate the dependence of the results from the applied spectral estimator in three simulation studies and apply the method to tremor data.