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 QIDQ6600519FDOQ6600519

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)

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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)

Cited In (1)

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

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