Nonparametric estimation of the time-varying frequency and amplitude

DOI10.1016/S0167-7152(97)00027-8MaRDI QIDQ1373941zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3921745 (Why is no real title available?)
• scientific article; zbMATH DE number 3720198 (Why is no real title available?)
• scientific article; zbMATH DE number 3305567 (Why is no real title available?)
• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• Asymptotic theory of nonlinear least squares estimation
• Consistent nonparametric regression. Discussion
• Homogeneous integral averaging operators obtained by the method of least squares
• Nonparametric estimation of instantaneous frequency
• On the estimation of a harmonic component in a time series with stationary independent residuals
• Robust Locally Weighted Regression and Smoothing Scatterplots
• The estimation of frequency

Cited in

(8)

• Frequency and phase estimation in time series with quasi periodic components
• Estimation of the instantaneous amplitude and frequency of non-stationary short-time signals
• scientific article; zbMATH DE number 4191508 (Why is no real title available?)
• scientific article; zbMATH DE number 1556149 (Why is no real title available?)
• Time series estimation by tracking parameter variation
• On the solution nonlinear adjustment problems in the determination of frequencies in time series
• Nonparametric local polynomial approximation of the time-varying frequency and amplitude
• Estimation of target density functions in time-varying environments

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