Non-linear time series regression

Cited In (53)

Asymptotics of the signed-rank estimator under dependent observations
Bandwidth selection for kernel estimate with correlated noise
Strong consistency of estimates of the trend of a time series
Generalized canonical analysis for time series
Autoregressive frequency detection using regularized least squares
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series
Different methods of estimating sinusoidal frequencies:a numerical comparison
On estimating the hidden periodicities in linear time series models
Super efficient frequency estimation
Vector autoregressive moving average identification for macroeconomic modeling: a new methodology
Central limit theorems for time series regression
Statistical aspects of earthquake source parameter estimation in the presence of signal generated noise
Some aspects of modern population mathematics
A modified prony algorithm for estimating sinusoidal frequencies
Third-order asymptotic properties of a class of test statistics under a local alternative
Statistical inference for spatial statistics defined in the Fourier domain
Time series regression with long-range dependence
NONLINEAR TIME SERIES REGRESSION FOR A CLASS OF AMPLITUDE MODULATED CONSINUSOIDS
Model specification testing of time series regressions
On homogeneous stochastic processes on compact abelian groups
Higher-order approximations for frequency domain time series regression
Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors
Estimation of the mixed AR and hidden periodic model
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
Weak convergence of lease squares process in the smooth case
Analyzing non-stationary signals using generalized multiple fundamental frequency model
Higher order approximations for Wald statistics in time series regressions with integrated processes.
Note on the strong consistency of the least squares estimator in nonlinear regression
A statistically and computationally efficient method for frequency estimation
On multivariate nonlinear regression models with stationary correlated errors
STOCHASTIC MODELING AND IDENTIFICATION OF SEISMIC RECORDS BASED ON ESTABLISHED DETERMINISTIC FORMULATIONS
The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
Affine invariant depth-based tests for the multivariate one-sample location problem
POISSON REGRESSION WITH A PERIODIC FUNCTION
Frequency and phase estimation in time series with quasi periodic components
Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
Sequential estimation of the sum of sinusoidal model parameters
Consistency of a class of information criteria for model selection in non-linear regression
One‐step M‐estimators in the linear model, with dependent errors
On discrete-domain multidimensional sinusoidal models
Asymptotics of \(M\)-estimators in non-linear regression with long memory designs.
Estimation of frequencies in presence of heavy tail errors.
Strong consistency of non-linear least squares estimators in the presence of stochastic regressors
DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
Time series regression models with locally stationary disturbance
Second order asymptotics in nonlinear regression
Statistical analysis of two nonlinear least-squares estimators of sine- wave parameters in the colored-noise case
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Misspecified models with dependent observations
Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion
Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal
Amplitude modulated model for analyzing non-stationary speech signals
Multivariate time series analysis

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