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

MaRDI QIDQ4899367zbMATH OpenFDO

Authors G. D. Bila

Publication date 8 January 2013

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)

Recommendations

• Asymptotic properties of estimates for unknown parameters of almost periodic functions under Gaussian noise
• Estimation of unknown parameters of an almost periodic function in the presence of noise. I
• Consistency of M-estimates in general nonlinear regression models
• Asymptotic properties of Ibragimov's estimator for a parameter of the spectral density of the random noise in a nonlinear regression model
• Periodogram estimates in nonlinear regression models with long-range dependent noise

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

This page was built for publication: Consistency of the estimator of the parameter of an almost periodic function in a model with weakly dependent Gaussian white noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4899367)