Nonparametric estimation of the time-varying frequency and amplitude

DOI10.1016/S0167-7152(97)00027-8zbMath0904.62048OpenAlexW2045174456MaRDI QIDQ1373941

Vladimir Katkovnik

Publication date: 26 November 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00027-8

zbMATH Keywords

frequency estimationtime-varying parametersnonparametric regressioninstantaneous frequencysinusoidal regression

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• Asymptotic theory of nonlinear least squares estimation
• Consistent nonparametric regression. Discussion
• Homogeneous integral averaging operators obtained by the method of least squares
• The estimation of frequency
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Nonparametric estimation of instantaneous frequency
• On the estimation of a harmonic component in a time series with stationary independent residuals

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