Detection of hidden periodicities in models with discrete time and long range dependent random noise

DOI10.17721/1812-5409.2023/1.7MaRDI QIDQ6056342zbMATH OpenFDO

Authors O. V. Ivanov, I. V. Orlovs'kyĭ

Publication date 29 September 2023

Published in Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.17721/1812-5409.2023/1.7

zbMATH Keywords

long-range dependent random noiseperiodogram estimatorsingular spectrumstrong consistencytrigonometric regression model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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• Consistency of the least squares estimates of trigonometric regression model parameters in the presence of linear random noise

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