PARAMETER ESTIMATION IN EXPONENTIAL MODELS

DOI10.1111/J.1467-9892.1991.TB00066.XMaRDI QIDQ3203890zbMATH OpenOpenAlexFDO

Authors Qiansheng Cheng

Publication date 1991

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1991.tb00066.x

zbMATH Keywords

autocorrelation functionconsistencyconvergence rateexponential model processorder determinationspectral densitytime domainweakly stationary time seriesYule-Walker equations

Mathematics Subject Classification ID

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

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Cites work

• An exponential model for the spectrum of a scalar time series
• scientific article; zbMATH DE number 3885166 (Why is no real title available?)
• scientific article; zbMATH DE number 3976157 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)

Cited in

(13)

• Exponent parameter estimation for generalized Gaussian probability density functions with application to speech modeling
• Parameter estimation in superposition of decaying exponentials
• Order estimation of 2-dimensional complex superimposed exponential signal model using exponentially embedded family (EEF) rule: large sample consistency properties
• Fitting the exponential autoregressive model through recursive search
• Estimation and variable selection with exponential weights
• On three classes of time series involving exponential distribution
• scientific article; zbMATH DE number 4176281 (Why is no real title available?)
• scientific article; zbMATH DE number 701137 (Why is no real title available?)
• The estimation of the model order in exponential families
• Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory
• An estimate of parameters of random variables of exponential distributions
• Estimating parameters in the damped exponential model
• Model order selection for short data: an exponential fitting test (EFT)

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