Asymptotics of least squares for nonlinear harmonic regression

DOI10.1080/02331881003797593zbMath1228.62114OpenAlexW2045751094MaRDI QIDQ3106388

Ta-Hsin Li, Kai-Sheng Song

Publication date: 21 December 2011

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331881003797593

zbMATH Keywords

frequencysignal processingnonlinear least squaresmixed spectrumharmonic retrievalhidden periodicity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) General nonlinear regression (62J02)

Related Items (1)

Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process

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