Detection of hidden periodicities in models with discrete time and long range dependent random noise

DOI10.17721/1812-5409.2023/1.7MaRDI QIDQ6056342

Alexander V. Ivanov, Igor V. Orlovskyi

Publication date: 29 September 2023

Published in: Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)

zbMATH Keywords

singular spectrumstrong consistencyperiodogram estimatortrigonometric regression modellong-range dependent random noise

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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