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

DOI10.1093/BIOMET/58.1.21zbMATH Open0244.62064OpenAlexW2045936591MaRDI QIDQ5656271FDOQ5656271

Author name not available (Why is that?)

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

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

Cited In (51)

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
Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
Asymptotic properties of a particular nonlinear regression quantile estimation.
Autoregressive frequency detection using regularized least squares
Different methods of estimating sinusoidal frequencies:a numerical comparison
On robust spectral analysis by least absolute deviations
Asymptotic normality of sample autocovariances with an application in frequency estimation
Super efficient frequency estimation
Varying-coefficient model and applications for the periodic time series
A modified prony algorithm for estimating sinusoidal frequencies
Estimating the parameters of multiple chirp signals
Estimation of parameters of partially sinusoidal frequency model
Estimation of frequencies of sinusoids in the presence of noise
Estimation of frequency by random sampling
M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model
Asymptotic theory of least squares estimator of a nonlinear time series regression model
Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors
On the Estimation of Periodicity or Almost Periodicity in Inhomogeneous Gamma Point‐Process Data
Title not available (Why is that?)
A new algorithm to determine the parameters of a sinusoidal signal
Analyzing non-stationary signals using generalized multiple fundamental frequency model
Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures
Estimation of the parameters of a chirp type model with stationary residuals
Statistical Analysis of Non Linear Least Squares Estimation for Harmonic Signals in Multiplicative and Additive Noise
A statistically and computationally efficient method for frequency estimation
POISSON REGRESSION WITH A PERIODIC FUNCTION
Frequency and phase estimation in time series with quasi periodic components
Constrained maximum likelihood estimators for superimposed exponential signals
MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
Sequential estimation of the sum of sinusoidal model parameters
Nonparametric local polynomial approximation of the time-varying frequency and amplitude
Consistency of a class of information criteria for model selection in non-linear regression
On discrete-domain multidimensional sinusoidal models
Estimation of frequencies in presence of heavy tail errors.
Statistical inference for quantiles in the frequency domain
A robust periodogram for high-resolution spectral analysis
Stability of stochastic 2-D systems
Genetic algorithm and M-estimator based robust sequential estimation of parameters of nonlinear sinusoidal signals
Cycle regression analysis: Simultaneous estimation of trigonometric components of a time series
Asymptotic properties of the least squares estimates of 2-\(D\) exponential signals
The estimation of frequency in the multichannel sinusoidal model
Improved nonparametric inference for multiple correlated periodic sequences
Asymptotics of least squares for nonlinear harmonic regression
On the estimation of periodic signals in the diffusion process using a high-frequency scheme
On approximate least squares estimators of parameters of one-dimensional chirp signal
Consistent method for estimating sinusoidal frequencies: a non-iterative approach
Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal
Amplitude modulated model for analyzing non-stationary speech signals
Amplitude estimation in multiple frequency spectrum
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes

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