论文信息 - A note on the asymptotic distribution of the parameter estimates for the harmonic regression model

A note on the asymptotic distribution of the parameter estimates for the harmonic regression model

SUMMARY The harmonic regression signal plus noise model is used extensively in applied statistics. This note establishes the joint asymptotic normality of the generalized least squares estimates of the harmonic regression parameters and gives an explicit expression for the limiting covariance matrix. It also clarifies misstatements concerning the model's properties that have appeared in the literature.

E. Brown

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