Periodogram estimates in nonlinear regression models with long-range dependent noise
DOI10.1007/S10559-013-9549-5zbMATH Open1307.62173OpenAlexW2051447891MaRDI QIDQ466413FDOQ466413
Authors: G. D. Bila, Pavel S. Knopov 
Publication date: 27 October 2014
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-013-9549-5
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Cites Work
Cited In (10)
- Estimation of unknown parameters of an almost periodic function in the presence of noise. I
- Multivariate Non-Linear Regression with Applications
- Detection of hidden periodicities in models with discrete time and long range dependent random noise
- Identification of a nonparametric signal under strongly dependent random noise
- Consistency of the estimator of the parameter of an almost periodic function in a model with weakly dependent Gaussian white noise
- General model selection estimation of a periodic regression with a Gaussian noise
- Estimating long-range dependence in the presence of periodicity: An empirical study
- Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane
- Semiparametric analysis of long-range dependence in nonlinear regression
- Using the periodogram to estimate period in nonparametric regression
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