Abstract
Window-based estimates for stochastic harmonic regression models are useful for cases where harmonic parameters appear to be time-varying. Least squares estimates for harmonic models with one fundamental have been studied and asymptotic variance expressions have been developed. This paper extends these results to weighted least squares for the multiple fundamental case, and presents an application in signal processing.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1041-1067 |
| Number of pages | 27 |
| Journal | Statistica Sinica |
| Volume | 10 |
| Issue number | 4 |
| State | Published - Oct 1 2000 |
Keywords
- Asymptotic variance
- Harmonic regression
- Signal processing
- Sound analysis
- Time-varying parameters
- Weighted least squares estimates
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty