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Publication
Statistics
Paper
Asymptotics of least squares for nonlinear harmonic regression
Abstract
This paper considers the least-squares estimator of a nonlinear regression problem where the regression function is a sum of sinusoids with unknown amplitudes and frequencies. It provides a complete proof of the consistency and the asymptotic normality of the nonlinear least-squares estimator after an expository discussion on the gaps and flaws in the related literature. © 2011 Taylor & Francis.