Estimation of harmonic component in regression with cyclically dependent errors
Statistics Theory
2013-06-25 v1 Statistics Theory
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.
Cite
@article{arxiv.1306.5392,
title = {Estimation of harmonic component in regression with cyclically dependent errors},
author = {A. V. Ivanov and N. N. Leonenko and M. D. Ruiz-Medina and B. M. Zhurakovsky},
journal= {arXiv preprint arXiv:1306.5392},
year = {2013}
}