Asymptotic properties of estimates for unknown parameters of almost periodic functions under Gaussian noise

DOI10.1007/S10559-012-9477-9zbMATH Open1307.62205OpenAlexW2038360621MaRDI QIDQ2263247FDOQ2263247

Authors: G. D. Bila 

Publication date: 18 March 2015

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-012-9477-9

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zbMATH Keywords

strong consistencyasymptotic distributionweak dependenceGaussian stationary processperiodogram estimate

Mathematics Subject Classification ID

General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Stationary stochastic processes (60G10)

Cites Work

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• The estimation of frequency
• Estimation of unknown parameters of an almost periodic function in the presence of noise. I
• On the Asymptotic Normality of Estimates of Regression Coefficients
• Title not available (Why is that?)
• Consistency of the estimator of the parameter of an almost periodic function in a model with weakly dependent Gaussian white noise
• Almost-Periodic Signal Estimation

Cited In (6)

• Estimation of unknown parameters of an almost periodic function in the presence of noise. I
• Identification of a nonparametric signal under strongly dependent random noise
• Consistency of the estimator of the parameter of an almost periodic function in a model with weakly dependent Gaussian white noise
• Title not available (Why is that?)
• Nonparametric estimate of almost periodic signals
• A local version of the Muckenhoupt condition and the accuracy of estimation of an unknown pseudoperiodic function in stationary noise

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