Consistency and asymptotic normality of the periodogram estimator of harmonic oscillation parameters (Q2944751): Difference between revisions

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Property / author: Alexander V. Ivanov / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / cites work: The simultaneous estimation of a time series harmonic components and covariance structure / rank
 
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Property / cites work: On the estimation of a harmonic component in a time series with stationary dependent residuals / rank
 
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Property / cites work: The Estimation and Tracking of Frequency / rank
 
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Property / cites work: Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence / rank
 
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Property / full work available at URL: https://doi.org/10.1090/s0094-9000-2015-00933-9 / rank
 
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Property / OpenAlex ID: W2079275292 / rank
 
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Latest revision as of 11:06, 30 July 2024

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Consistency and asymptotic normality of the periodogram estimator of harmonic oscillation parameters
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