Estimation of harmonic component in regression with cyclically dependent errors

DOI10.1080/02331888.2013.864656MaRDI QIDQ5263974zbMATH OpenOpenAlexFDO

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

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

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.

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Cited in

(18)

• Asymptotic properties of Ibragimov's estimator for a parameter of the spectral density of the random noise in a nonlinear regression model
• 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
• Asymptotic properties of \(M\)-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular
• An illustration of harmonic regression based on the results of the fast Fourier transformation
• Detecting hidden periodicities for models with cyclical errors
• Identification of a nonparametric signal under strongly dependent random noise
• 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
• Consistency of LSE for the many-dimensional symmetric textured surface parameters
• A note on the asymptotic distribution of the parameter estimates for the harmonic regression model
• 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 normality of the LSE for chirp signal parameters

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