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

DOI10.1080/03610929508831665MaRDI QIDQ4337121zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

nonparametric regressiontime-varying parametersfrequency estimationsinusoidal regression

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3921745 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• Asymptotic analysis of penalized likelihood and related estimators
• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• Asymptotic theory of nonlinear least squares estimation
• Consistent nonparametric regression. Discussion
• Density Estimation and Bump-Hunting by the Penalized Likelihood Method Exemplified by Scattering and Meteorite Data
• On the estimation of a harmonic component in a time series with stationary independent residuals
• Robust Locally Weighted Regression and Smoothing Scatterplots
• The estimation of frequency

Cited in

(7)

• Frequency and phase estimation in time series with quasi periodic components
• Local polynomial approximation of the instantaneous frequency: Asymptotic accuracy
• scientific article; zbMATH DE number 4191508 (Why is no real title available?)
• A statistically efficient algorithm for estimating the parameters of a chirp signal model with time-varying amplitude
• Discrete-time local polynomial approximation of the instantaneous frequency
• A globally convergent frequency estimator of a sinusoidal signal with a time-varying amplitude
• Effective signal extraction via local polynomial approximation under long-range dependency conditions

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