Estimation of harmonic component in regression with cyclically dependent errors
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Publication:5263974
DOI10.1080/02331888.2013.864656zbMATH Open1396.62162arXiv1306.5392OpenAlexW2054897209MaRDI QIDQ5263974FDOQ5263974
O. V. Ivanov, María D. Ruiz-Medina, Nikolai N. Leonenko, B. M. Zhurakovsky
Publication date: 20 July 2015
Published in: Statistics (Search for Journal in Brave)
Abstract: This paper deals with the estimation of hidden periodicities in a non-linear regression model with stationary noise displaying cyclical dependence. Consistency and asymptotic normality are established for the least-squares estimates.
Full work available at URL: https://arxiv.org/abs/1306.5392
nonlinear regressionasymptotic distribution theoryasymptotic inferencevector parameterhidden periodicities
Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20) Self-similar stochastic processes (60G18)
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Cited In (16)
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
- On LSE in regression model for long-range dependent random fields on spheres
- Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum
- An illustration of harmonic regression based on the results of the fast Fourier transformation
- Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model
- Asymptotic expansion of the moments of correlogram estimator for the random-noise covariance function in the nonlinear regression model
- Identification of a nonparametric signal under strongly dependent random noise
- Consistency of LSE for the many-dimensional symmetric textured surface parameters
- Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular
- Consistency of the least squares estimators of parameters in the texture surface sinusoidal model
- Asymptotic normality of the correlogram estimator of the covariance function of a random noise in the nonlinear regression model
- On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters
- The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations
- Regularized nonlinear regression with dependent errors and its application to a biomechanical model
- Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model
- Asymptotic normality of the LSE for chirp signal parameters
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