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)

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Cites Work

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