On the estimation of a harmonic component in a time series with stationary independent residuals

DOI10.1093/BIOMET/58.1.21MaRDI QIDQ5656271zbMATH OpenOpenAlexFDO

Authors

Publication date 1971

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/58.1.21

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited in

(51)

• Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures
• A statistically and computationally efficient method for frequency estimation
• Frequency and phase estimation in time series with quasi periodic components
• Genetic algorithm and M-estimator based robust sequential estimation of parameters of nonlinear sinusoidal signals
• Asymptotic normality of sample autocovariances with an application in frequency estimation
• Estimation of the parameters of a chirp type model with stationary residuals
• On discrete-domain multidimensional sinusoidal models
• Estimation of frequency by random sampling
• Different methods of estimating sinusoidal frequencies:a numerical comparison
• Estimation of frequencies in presence of heavy tail errors.
• Estimating the parameters of multiple chirp signals
• Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
• Super efficient frequency estimation
• Consistent method for estimating sinusoidal frequencies: a non-iterative approach
• Statistical analysis of non linear least squares estimation for harmonic signals in multiplicative and additive noise
• Statistical inference for quantiles in the frequency domain
• Sequential estimation of the sum of sinusoidal model parameters
• scientific article; zbMATH DE number 7594588 (Why is no real title available?)
• Estimation of frequencies of sinusoids in the presence of noise
• On approximate least squares estimators of parameters of one-dimensional chirp signal
• Varying-coefficient model and applications for the periodic time series
• Asymptotics of least squares for nonlinear harmonic regression
• Constrained maximum likelihood estimators for superimposed exponential signals
• On robust spectral analysis by least absolute deviations
• Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal
• M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model
• A robust periodogram for high-resolution spectral analysis
• Nonparametric local polynomial approximation of the time-varying frequency and amplitude
• Stability of stochastic 2-D systems
• Asymptotic properties of a particular nonlinear regression quantile estimation.
• The estimation of frequency in the multichannel sinusoidal model
• Improved nonparametric inference for multiple correlated periodic sequences
• MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
• Autoregressive frequency detection using regularized least squares
• Amplitude modulated model for analyzing non-stationary speech signals
• Cycle regression analysis: Simultaneous estimation of trigonometric components of a time series
• A new algorithm to determine the parameters of a sinusoidal signal
• Amplitude estimation in multiple frequency spectrum
• Asymptotic properties of the least squares estimates of 2-\(D\) exponential signals
• Consistency of a class of information criteria for model selection in non-linear regression
• Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors
• Analyzing non-stationary signals using generalized multiple fundamental frequency model
• A modified prony algorithm for estimating sinusoidal frequencies
• Approximation to the distribution of the least squares estimators in two dimensional cosine models by randomly weighted bootstrap
• Nonparametric estimation of the time-varying frequency and amplitude
• Estimation of parameters of partially sinusoidal frequency model
• On the estimation of periodicity or almost periodicity in inhomogeneous gamma point-process data
• On the estimation of periodic signals in the diffusion process using a high-frequency scheme
• POISSON REGRESSION WITH A PERIODIC FUNCTION
• Asymptotic theory of least squares estimator of a nonlinear time series regression model
• Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes

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