论文信息 - NONLINEAR TIME SERIES REGRESSION FOR A CLASS OF AMPLITUDE MODULATED CONSINUSOIDS

NONLINEAR TIME SERIES REGRESSION FOR A CLASS OF AMPLITUDE MODULATED CONSINUSOIDS

. 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.

T. Hasan

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