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The method of delay estimation given in Hamon and Hannan 1 is reviewed and a modification involving autoregressive model fitting is proposed. It is shown how numerical problems associated with the optimization of the criterion used in both the original and modified procedures can be circumvented. The modified procedure and a procedure due to Chan, Riley, and Plant 2 are compared to the Hamon-Hannan procedure by simulations. For moderate to large signal-to-noise ratios, the modified Hamon-Hannan procedure appears to provide better estimates. In the case of low signal-to-noise ratios, with the smaller size, the Chan, Riley, and Plant procedure performed best.
Hannan et al. (Mon,) studied this question.
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