Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors

DOI10.1016/J.JSPI.2012.04.002zbMath1428.62399OpenAlexW2061391584MaRDI QIDQ449359

Swagata Nandi

Publication date: 30 August 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.04.002

zbMATH Keywords

heavy-tailed distributionstable distributionsbootstrap confidence intervalsconsistent estimatorstwo-dimensional sinusoidal signals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Generalised signed-rank estimation for nonlinear models with multidimensional indices

Cites Work

• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• An efficient and fast algorithm for estimating the parameters of two-dimensional sinusoidal signals
• Asymptotic theory of nonlinear least squares estimation
• Estimation of frequencies in presence of heavy tail errors.
• Estimation of Hidden Frequencies for 2D Stationary Processes
• A two-dimensional Prony's method for spectral estimation
• Estimating two-dimensional frequencies by matrix enhancement and matrix pencil
• Determination of Discrete Spectrum in a Random Field
• Asymptotic theory of least squares estimator of a nonlinear time series regression model
• Non-linear time series regression
• On the estimation of a harmonic component in a time series with stationary independent residuals
• Asymptotic properties of the least squares estimators of a two-dimensional model.
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