Gassiat, Elisabeth; Lévy-Leduc, Céline - In: Journal of Time Series Analysis 27 (2006) 6, pp. 877-910
We consider the estimation of the periods of periodic functions when their shape is unknown and they are corrupted by Gaussian white noise. In the case of a single periodic function, we propose a consistent and asymptotically efficient semiparametric estimator of the period. We then study the...