Cycle regression analysis: Simultaneous estimation of trigonometric components of a time series

DOI10.1016/0305-0548(90)90044-8MaRDI QIDQ1823600zbMATH OpenOpenAlexFDO

Authors LeRoy F. Simmons, Laurette Poulos Simmons, Mayur Mehta, Vivek Shah

Publication date 1990

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0305-0548(90)90044-8

zbMATH Keywords

analysis methodasymptotic maximum likelihood approachcycle regressionestimationforecasting algorithmsnonlinear regressionproceduresimultaneoussinusoidal modelstepwise estimationtime-series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

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• On the estimation of a harmonic component in a time series with stationary independent residuals
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