Non-linear time series regression
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(54)- Asymptotics of the signed-rank estimator under dependent observations
- Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal
- Multivariate time series analysis
- Amplitude modulated model for analyzing non-stationary speech signals
- Bandwidth selection for kernel estimate with correlated noise
- Strong consistency of estimates of the trend of a time series
- Generalized canonical analysis for time series
- Autoregressive frequency detection using regularized least squares
- On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series
- On estimating the hidden periodicities in linear time series models
- Different methods of estimating sinusoidal frequencies:a numerical comparison
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology
- Super efficient frequency estimation
- Central limit theorems for time series regression
- Statistical aspects of earthquake source parameter estimation in the presence of signal generated noise
- Third-order asymptotic properties of a class of test statistics under a local alternative
- Statistical inference for spatial statistics defined in the Fourier domain
- Some aspects of modern population mathematics
- A modified prony algorithm for estimating sinusoidal frequencies
- Time series regression with long-range dependence
- NONLINEAR TIME SERIES REGRESSION FOR A CLASS OF AMPLITUDE MODULATED CONSINUSOIDS
- Model specification testing of time series regressions
- On homogeneous stochastic processes on compact abelian groups
- Higher-order approximations for frequency domain time series regression
- Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors
- Estimation of the mixed AR and hidden periodic model
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Weak convergence of lease squares process in the smooth case
- Analyzing non-stationary signals using generalized multiple fundamental frequency model
- Higher order approximations for Wald statistics in time series regressions with integrated processes.
- A statistically and computationally efficient method for frequency estimation
- The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
- Note on the strong consistency of the least squares estimator in nonlinear regression
- On multivariate nonlinear regression models with stationary correlated errors
- Affine invariant depth-based tests for the multivariate one-sample location problem
- STOCHASTIC MODELING AND IDENTIFICATION OF SEISMIC RECORDS BASED ON ESTABLISHED DETERMINISTIC FORMULATIONS
- Frequency and phase estimation in time series with quasi periodic components
- POISSON REGRESSION WITH A PERIODIC FUNCTION
- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
- Sequential estimation of the sum of sinusoidal model parameters
- Consistency of a class of information criteria for model selection in non-linear regression
- Asymptotics of M-estimators in non-linear regression with long memory designs.
- One‐step M‐estimators in the linear model, with dependent errors
- On discrete-domain multidimensional sinusoidal models
- Estimation of frequencies in presence of heavy tail errors.
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- Strong consistency of non-linear least squares estimators in the presence of stochastic regressors
- Time series regression models with locally stationary disturbance
- Second order asymptotics in nonlinear regression
- Statistical analysis of two nonlinear least-squares estimators of sine- wave parameters in the colored-noise case
- scientific article; zbMATH DE number 958367 (Why is no real title available?)
- Predicting local maxima of nonlinear time series with a neural network and edit distance
- Misspecified models with dependent observations
- Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion
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