Estimation of harmonic component in regression with cyclically dependent errors

DOI10.1080/02331888.2013.864656zbMath1396.62162arXiv1306.5392OpenAlexW2054897209MaRDI QIDQ5263974

B. M. Zhurakovsky, Alexander V. Ivanov, María D. Ruiz-Medina, Nikolai N. Leonenko

Publication date: 20 July 2015

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.5392

zbMATH Keywords

nonlinear regressionasymptotic distribution theoryasymptotic inferencevector parameterhidden periodicities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02) Self-similar stochastic processes (60G18)

Related Items (13)

Identification of a nonparametric signal under strongly dependent random noise ⋮ Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular ⋮ Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model ⋮ Consistency of LSE for the many-dimensional symmetric textured surface parameters ⋮ The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations ⋮ Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum ⋮ On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models ⋮ 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 ⋮ Asymptotic normality of the correlogram estimator of the covariance function of a random noise in the nonlinear regression model ⋮ On LSE in regression model for long-range dependent random fields on spheres ⋮ Consistency of the least squares estimators of parameters in the texture surface sinusoidal model ⋮ On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters

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