A note on the asymptotic distribution of the parameter estimates for the harmonic regression model
谐波回归模型参数估计的渐近分布
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.