Estimation of harmonic component in regression with cyclically dependent errors

Ivanov, A. V., Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, Ruiz-Medina, M. D. and Zhurakovsky, B. M. 2015. Estimation of harmonic component in regression with cyclically dependent errors. Statistics: A Journal of Theoretical and Applied Statistics 49 (1) , pp. 156-186. 10.1080/02331888.2013.864656

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Abstract

This paper deals with the estimation of hidden periodicities in a non-linear regression model with stationary noise displaying cyclical dependence. Consistency and asymptotic normality are established for the least-squares estimates.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Subjects:	Q Science > QA Mathematics
Uncontrolled Keywords:	asymptotic distribution theory, asymptotic inference, hidden periodicities, non\-linear regression, vector parameter
Additional Information:	Online publication date: 10 January 2014.
Publisher:	Taylor & Francis
ISSN:	0233-1888
Last Modified:	25 Oct 2022 09:33
URI:	https://orca.cardiff.ac.uk/id/eprint/59086

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