A note on estimation by least squares for harmonic component models

DOI10.1111/1467-9892.00325MaRDI QIDQ4455675zbMATH OpenOpenAlexFDO

Authors

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)

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Cites work

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

Cited in

(7)

• An illustration of harmonic regression based on the results of the fast Fourier transformation
• Estimation of harmonic component in regression with cyclically dependent errors
• On frequency estimation
• scientific article; zbMATH DE number 4154224 (Why is no real title available?)
• Weighted Estimation of Harmonic Components in a Musical Sound Signal
• Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence
• Asymptotics of least squares for nonlinear harmonic regression

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