A NOTE ON THE ASYMPTOTIC-DISTRIBUTION OF THE PARAMETER ESTIMATES FOR THE HARMONIC REGRESSION-MODEL
成果类型：
Article
署名作者：
BROWN, EN
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1990
页码：
653656
关键词：
摘要：
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.