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Estimation of harmonic component in regression with cyclically dependent errors

Authors
  • Ivanov, A. V.
  • Leonenko, N. N.
  • Ruiz-Medina, M. D.
  • Zhurakovsky, B. M.
Type
Preprint
Publication Date
Jun 23, 2013
Submission Date
Jun 23, 2013
Identifiers
arXiv ID: 1306.5392
Source
arXiv
License
Yellow
External links

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.

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