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Estimation of harmonic component in regression with cyclically dependent errors

Ivanov, A. V., Leonenko, Nikolai N., Ruiz-Medina, M. D. and Zhurakovsky, B. M. 2015. Estimation of harmonic component in regression with cyclically dependent errors. Statistics: A Journal of Theoretical and Applied Statistics 49 (1) , pp. 156-186. 10.1080/02331888.2013.864656

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Abstract

This paper deals with the estimation of hidden periodicities in a non-linear regression model with stationary noise displaying cyclical dependence. Consistency and asymptotic normality are established for the least-squares estimates.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Uncontrolled Keywords: asymptotic distribution theory, asymptotic inference, hidden periodicities, non\-linear regression, vector parameter
Additional Information: Online publication date: 10 January 2014.
Publisher: Taylor & Francis
ISSN: 0233-1888
Last Modified: 13 Mar 2019 12:23
URI: http://orca.cf.ac.uk/id/eprint/59086

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