Consistency of the estimator of the parameter of an almost periodic function in a model with weakly dependent Gaussian white noise

zbMATH Open1263.62108MaRDI QIDQ4899367FDOQ4899367

Authors: G. D. Bila 

Publication date: 8 January 2013

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zbMATH Keywords

strong consistencyGaussian stationary processperiodogram estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Non-Markovian processes: estimation (62M09)

Cited In (4)

• Estimation of unknown parameters of an almost periodic function in the presence of noise. I
• Identification of a nonparametric signal under strongly dependent random noise
• Lower bounds of risk for the problem of estimation of a pseudo-periodic function which is observed in white noise
• Asymptotic properties of estimates for unknown parameters of almost periodic functions under Gaussian noise

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