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Estimation of harmonic component in regression with cyclically dependent errors |
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| Authors: | A.V. Ivanov N.N. Leonenko B.M. Zhurakovsky |
| Affiliation: | 1. National Technical University ‘Kyiv Polytechnic Institute’, 37 Peremogy Ave, 03056 Kyiv, Ukraine;2. School of Mathematics, Cardiff University, Senghennydd Road, Cardiff CF24 4YH, UK |
| 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. |
| Keywords: | asymptotic distribution theory asymptotic inference hidden periodicities non-linear regression vector parameter |