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

DOI10.1007/S10559-012-9477-9MaRDI QIDQ2263247zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3669505 (Why is no real title available?)
• scientific article; zbMATH DE number 3478713 (Why is no real title available?)
• scientific article; zbMATH DE number 3248575 (Why is no real title available?)
• Almost-Periodic Signal Estimation
• Consistency of the estimator of the parameter of an almost periodic function in a model with weakly dependent Gaussian white noise
• Estimation of unknown parameters of an almost periodic function in the presence of noise. I
• On the Asymptotic Normality of Estimates of Regression Coefficients
• The estimation of frequency

Cited in

(6)

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• 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
• scientific article; zbMATH DE number 3945183 (Why is no real title available?)
• 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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