Multivariate Non-Linear Regression with Applications: A Frequency Domain Approach
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Summary
This paper considers estimating the parameters of a multivariate multiple nonlinear regression model with correlated errors, through the use of Finite Fourier Transforms, and shows that the two dominant frequencies are 12 hours and 410 days and that the errorsexhibit some long-range dependence.
- Type
- article
- Published
- 2006-05-12
- Cited by
- 0
- References
- 36
- OpenAlex
- https://openalex.org/W38992373
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:3253107
Keywords
Mathematics, Bivariate analysis, Multivariate statistics, Series (stratigraphy), Statistics
References
- Non-linear time series regression
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations
- A note on the asymptotic distribution of the parameter estimates for the harmonic regression model
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- Linear drift and periodic variations observed in long time series of polar motion
- On Estimation of a Regression Model with Long-Memory Stationary Errors
- Random Fields on a Network: Modeling, Statistics, and Applications
- Asymptotic Theory of Nonlinear Least Squares Estimation
- Time series regression with long-range dependence
- A semiparametric two-step estimator in a multivariate long memory model
- Non-linear regression for multiple time-series
- The integrated periodogram for stable processes
- On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
- A limit theory for long-range dependence and statistical inference on related models
- The asymptotic theory of linear time-series models
- the excitation of the Chandler wobble
- Stochastic Regression Model with Dependent Disturbances
- Asymptotic Properties of the LSE in a Regression Model with Long-Memory Stationary Errors
- Asymptotics of least-squares estimators for constrained nonlinear regression
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