scientific article; zbMATH DE number 3762975

MaRDI QIDQ3945310zbMATH OpenFDO

Authors O. V. Ivanov

Publication date 1980

zbMATH Keywords

asymptotic normalityconsistencyhidden periodicitiesleast squares estimatorregression modelstationary random noise

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(6)

• Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
• On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
• Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model
• Asymptotic normality of the correlogram estimator of the covariance function of a random noise in the nonlinear regression model
• Consistency and asymptotic normality of the periodogram estimator of harmonic oscillation parameters
• Estimation of frequency by random sampling

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