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.