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

DOI10.24144/2616-7700.2020.2(37).54-65MaRDI QIDQ6600519zbMATH OpenFDO

Authors Andrey V. Ivanov, O. V. Mitrofanova

Publication date 9 September 2024

Published in Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka (Search for Journal in Brave)

zbMATH Keywords

consistencyleast squares estimatordetection of hidden periodicitiesLévy-driven linear stochastic process

Mathematics Subject Classification ID

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

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Cited in

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

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