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Biometrika 1990 77(3):653-656; doi:10.1093/biomet/77.3.653
© 1990 by Biometrika Trust
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Miscellanea

A note on the asymptotic distribution of the parameter estimates for the harmonic regression model

EMERY BROWN

Department of Anesthesia, Massachusetts General Hospital Boston, Massachusetts 02114, U.S.A.

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 exprètaion for the limiting covanance matrix. It also clarifies misstatements concerning the model's properties that have appeared in the literature.

Key Words: Asymptotic normality • Generalized least squares • Harmonic regression • Signal plus correlated noise model • Simulation


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