A note on estimation by least squares for harmonic component models

DOI10.1111/1467-9892.00325zbMath1041.62078OpenAlexW1995183521MaRDI QIDQ4455675

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Publication date: 16 March 2004

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00325

zbMATH Keywords

consistencyhidden periodicity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items (1)

Asymptotics of least squares for nonlinear harmonic regression

Cites Work

• The Estimation and Tracking of Frequency
• The simultaneous estimation of a time series harmonic components and covariance structure

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