Asymptotics of least squares for nonlinear harmonic regression

被引：1

作者：

Song, Kai-Sheng ^{[1
]}

Li, Ta-Hsin ^{[2
]}

机构：

[1] Univ N Texas, Dept Math, Denton, TX 76203 USA

[2] IBM TJ Watson Res Ctr, Dept Math Sci, Yorktown Hts, NY 10598 USA

来源：

STATISTICS | 2011年 / 45卷 / 04期

关键词：

frequency; harmonic retrieval; hidden periodicity; mixed spectrum; nonlinear least squares; signal processing; TIME-SERIES; MAXIMUM; ESTIMATOR;

D O I：

10.1080/02331881003797593

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers the least-squares estimator of a nonlinear regression problem where the regression function is a sum of sinusoids with unknown amplitudes and frequencies. It provides a complete proof of the consistency and the asymptotic normality of the nonlinear least-squares estimator after an expository discussion on the gaps and flaws in the related literature.

引用

页码：309 / 318

页数：10

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