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

From MaRDI portal
Publication:5656271

DOI10.1093/biomet/58.1.21zbMath0244.62064OpenAlexW2045936591MaRDI QIDQ5656271

No author found.

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




Related Items (47)

Different methods of estimating sinusoidal frequencies:a numerical comparisonAsymptotic theory of least squares estimator of a nonlinear time series regression modelAsymptotic normality of sample autocovariances with an application in frequency estimationMULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIESEstimation of parameters of partially sinusoidal frequency modelAmplitude estimation in multiple frequency spectrumEstimation of the parameters of a chirp type model with stationary residualsOn robust spectral analysis by least absolute deviationsFrequency and phase estimation in time series with quasi periodic componentsAsymptotic properties of the least squares estimates of 2-\(D\) exponential signalsNonparametric estimation of the time-varying frequency and amplitudeOn approximate least squares estimators of parameters of one-dimensional chirp signalStatistical inference for quantiles in the frequency domainOn the estimation of periodic signals in the diffusion process using a high-frequency schemeA modified prony algorithm for estimating sinusoidal frequenciesA new algorithm to determine the parameters of a sinusoidal signalA statistically and computationally efficient method for frequency estimationNonparametric local polynomial approximation of the time-varying frequency and amplitudeApproximation to the distribution of the least squares estimators in two dimensional cosine models by randomly weighted bootstrapEstimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errorsM-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal modelConsistent method for estimating sinusoidal frequencies: a non-iterative approachUnnamed ItemConstrained maximum likelihood estimators for superimposed exponential signalsAsymptotic Theory of the Least Squares Estimators of Sinusoidal SignalStability of stochastic 2-D systemsSequential estimation of the sum of sinusoidal model parametersSuper efficient frequency estimationAmplitude modulated model for analyzing non-stationary speech signalsAutoregressive frequency detection using regularized least squaresEstimation of frequencies of sinusoids in the presence of noiseA robust periodogram for high-resolution spectral analysisAnalyzing non-stationary signals using generalized multiple fundamental frequency modelGenetic algorithm and M-estimator based robust sequential estimation of parameters of nonlinear sinusoidal signalsEstimation of frequency by random samplingThe estimation of frequency in the multichannel sinusoidal modelPOISSON REGRESSION WITH A PERIODIC FUNCTIONCycle regression analysis: Simultaneous estimation of trigonometric components of a time seriesAsymptotics of least squares for nonlinear harmonic regressionNecessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errorsStatistical Analysis of Non Linear Least Squares Estimation for Harmonic Signals in Multiplicative and Additive NoiseOn discrete-domain multidimensional sinusoidal modelsOn the Estimation of Periodicity or Almost Periodicity in Inhomogeneous Gamma Point‐Process DataConsistency of a class of information criteria for model selection in non-linear regressionEstimating the parameters of multiple chirp signalsEstimation of frequencies in presence of heavy tail errors.Asymptotic properties of a particular nonlinear regression quantile estimation.




This page was built for publication: On the estimation of a harmonic component in a time series with stationary independent residuals