Frequency and phase estimation in time series with quasi periodic components [Elektronische Ressource] / vorgelegt von Konstantinos Paraschakis

INAUGURAL - DISSERTATIONzurErlangung der DoktorwurdederNaturwissenschaftlich-Mathematischen Gesamtfakult atderRuprecht - Karls - Universit atHeidelbergvorgelegt vonM.Sc. StatistikerKonstantinos ParaschakisausIlion (Nea Liosia) / GriechenlandTag der mundlic hen Prufung: 24. Mai 2011iiiiiThema:Frequency and phase estimation in time series with quasi periodiccomponentsGutachter: Prof. Dr. Rainer DahlhausProf. Dr. Mark PodolskijivvIn the memory of my fatherviAcknowledgmentsI would like to thank my family, Antonis, Alexandra and Kalliopi for their support andencouragement. I express my gratitude to Prof. Dr. Rainer Dahlhaus for giving methe opportunity to come to Heidelberg and work on my PhD at a high level Universityand for his great contribution to this project. I extend my thanks to Prof. EvangelosIoannidis for his guidance and valuable advice throughout my studies. I also wish tothank Lilian Villar n for her feedback on computational issues and her support and to Dr.Jan Neddermeyer, Dr. Markus Fischer, Prof. Dr. Jan Johannes, Dr. Cornelia Wichelhausand Dr. Angelika Rohde for their valuable discussions on this work.This work was supported partially by the Deutsche Forschungsgemeinschaft, by theUniversity of Heidelberg and by the Heidelberg international Graduiertenkolleg and Grad-uate School.