Estimation of frequencies in presence of heavy tail errors.

DOI10.1016/S0167-7152(02)00109-8MaRDI QIDQ1871229zbMATH OpenOpenAlexFDO

Authors S. Nandi, Srikanth K. Iyer, Debasis Kundu

Publication date 7 May 2003

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(02)00109-8

zbMATH Keywords

Confidence intervalsStable distributionsConsistent estimatorsSinusoidal signals

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 193741 (Why is no real title available?)
• scientific article; zbMATH DE number 3538576 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 274399 (Why is no real title available?)
• Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal
• Asymptotic theory of least squares estimator of a nonlinear time series regression model
• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• Asymptotic theory of nonlinear least squares estimation
• Consistent method for estimating sinusoidal frequencies: a non-iterative approach
• Non-linear time series regression
• On frequency estimation
• On the estimation of a harmonic component in a time series with stationary independent residuals
• The simultaneous estimation of a time series harmonic components and covariance structure

Cited in

(4)

• Recovery of periodicities hidden in heavy-tailed noise
• Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors
• Analyzing non-stationary signals using generalized multiple fundamental frequency model
• The Correction of Frequencies for a Known Standard Error of Observation

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