Nonparametric estimation of the time-varying frequency and amplitude

DOI10.1016/S0167-7152(97)00027-8zbMATH Open0904.62048OpenAlexW2045174456MaRDI QIDQ1373941FDOQ1373941

Authors: V. Katkovnik 

Publication date: 26 November 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00027-8

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• scientific article; zbMATH DE number 1029185

zbMATH Keywords

nonparametric regressioninstantaneous frequencytime-varying parametersfrequency estimationsinusoidal regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Robust Locally Weighted Regression and Smoothing Scatterplots
• Consistent nonparametric regression. Discussion
• Asymptotic theory of nonlinear least squares estimation
• The estimation of frequency
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the estimation of a harmonic component in a time series with stationary independent residuals
• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• Nonparametric estimation of instantaneous frequency
• Title not available (Why is that?)
• Homogeneous integral averaging operators obtained by the method of least squares

Cited In (8)

• Estimation of the instantaneous amplitude and frequency of non-stationary short-time signals
• On the solution nonlinear adjustment problems in the determination of frequencies in time series
• Time series estimation by tracking parameter variation
• Frequency and phase estimation in time series with quasi periodic components
• Nonparametric local polynomial approximation of the time-varying frequency and amplitude
• Estimation of target density functions in time-varying environments
• Title not available (Why is that?)
• Title not available (Why is that?)

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