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NONLINEAR TIME SERIES REGRESSION FOR A CLASS OF AMPLITUDE MODULATED CONSINUSOIDS
Author(s) -
Hasan T.
Publication year - 1982
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1982.tb00333.x
Subject(s) - mathematics , amplitude , series (stratigraphy) , nonlinear system , limit (mathematics) , function (biology) , frequency domain , nonlinear regression , mathematical analysis , class (philosophy) , time series , statistics , regression analysis , paleontology , physics , quantum mechanics , evolutionary biology , artificial intelligence , computer science , biology
. A central limit theorem is proved for estimates of the unknown parameters in a time series which is a sum of amplitude modulated consinusoids observed subject to error. The amplitude function depends upon unknown parameters as well as the length of the series. The frequency for each cosinusoid is also assumed to be unknown. Estimates and standard errors are obtained through nonlinear least squares in the frequency domain.