Periodogram estimates in nonlinear regression models with long-range dependent noise

DOI10.1007/S10559-013-9549-5zbMath1307.62173OpenAlexW2051447891MaRDI QIDQ466413

G. D. Bila, Pavel S. Knopov

Publication date: 27 October 2014

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-013-9549-5

zbMATH Keywords

long-range dependencestrong consistencyGaussian stationary processperiodogram estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15) General nonlinear regression (62J02)

Related Items (2)

Identification of a nonparametric signal under strongly dependent random noise ⋮ Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane

Uses Software

• longmemo

Cites Work

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• Estimation of unknown parameters of an almost periodic function in the presence of noise. I

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