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Statistics
A Journal of Theoretical and Applied Statistics
Volume 49, 2015 - Issue 1
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Original Articles

Estimation of harmonic component in regression with cyclically dependent errors

A.V. IvanovNational Technical University ‘Kyiv Polytechnic Institute’, 37 Peremogy Ave, 03056Kyiv, Ukraine
,
N.N. LeonenkoSchool of Mathematics, Cardiff University, Senghennydd Road, CardiffCF24 4YH, UK
,
M.D. Ruiz-MedinaDepartment of Statistics and Operations Research, University of Granada, Campus Fuente Nueva s/n, E-18071Granada, SpainCorrespondence[email protected]
&
B.M. ZhurakovskyNational Technical University ‘Kyiv Polytechnic Institute’, 37 Peremogy Ave, 03056Kyiv, Ukraine
Pages 156-186 | Received 30 Oct 2013, Accepted 06 Nov 2013, Published online: 10 Jan 2014
 
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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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Acknowledgements

N.N. Leonenko and M.D. Ruiz-Medina partially supported by grant of the European commission PIRSES-GA-2008-230804 (Maric Curie), projects MTM2009-13393 and MTM2012-32674 of the DGI, and P09-FQM-5052 of the Andalousian CICE, Spain, and the Australian Research Council grants A10024117 and DP 0345577.

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