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

DOI10.1016/0305-0548(90)90044-8zbMath0681.62081OpenAlexW2039646034MaRDI QIDQ1823600

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

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

estimationnonlinear regressionproceduretime-seriessinusoidal modelsimultaneousstepwise estimationanalysis methodforecasting algorithmsasymptotic maximum likelihood approachcycle regression

Mathematics Subject Classification ID

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

Cites Work

• Discussion, Emphasizing the Connection between Analysis of Variance and Spectrum Analysis
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• A Convenient Method for Generating Normal Variables
• A new uniform pseudorandom number generator
• Uniform Random Number Generators
• On the estimation of a harmonic component in a time series with stationary independent residuals
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