A note on estimation by least squares for harmonic component models

DOI10.1111/1467-9892.00325zbMATH Open1041.62078OpenAlexW1995183521MaRDI QIDQ4455675FDOQ4455675

Author name not available (Why is that?)

Publication date: 16 March 2004

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00325

zbMATH Keywords

consistencyhidden periodicity

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• The estimation and tracking of frequency
• The simultaneous estimation of a time series harmonic components and covariance structure

Cited In (4)

• An illustration of harmonic regression based on the results of the fast Fourier transformation
• Estimation of harmonic component in regression with cyclically dependent errors
• Title not available (Why is that?)
• Asymptotics of least squares for nonlinear harmonic regression

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