Nonparametric local polynomial approximation of the time-varying frequency and amplitude

DOI10.1080/03610929508831665zbMATH Open0875.62164OpenAlexW2091976335MaRDI QIDQ4337121FDOQ4337121

Authors: Vladimik Katkovnik 

Publication date: 19 May 1997

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929508831665

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zbMATH Keywords

nonparametric regressiontime-varying parametersfrequency estimationsinusoidal regression

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Density Estimation and Bump-Hunting by the Penalized Likelihood Method Exemplified by Scattering and Meteorite Data
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Consistent nonparametric regression. Discussion
• Title not available (Why is that?)
• Asymptotic analysis of penalized likelihood and related estimators
• Asymptotic theory of nonlinear least squares estimation
• The estimation of frequency
• Title not available (Why is that?)
• On the estimation of a harmonic component in a time series with stationary independent residuals
• Asymptotic theory of least squares estimator of a particular nonlinear regression model

Cited In (5)

• A statistically efficient algorithm for estimating the parameters of a chirp signal model with time-varying amplitude
• Local polynomial approximation of the instantaneous frequency: Asymptotic accuracy
• Effective signal extraction via local polynomial approximation under long-range dependency conditions
• Discrete-time local polynomial approximation of the instantaneous frequency
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