Peak-insensitive parametric spectrum estimation

DOI10.1016/0304-4149(90)90127-EMaRDI QIDQ913429zbMATH OpenFDO

Authors Shean-Tsong Chiu

Publication date 1990

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

outlierstime seriesrobust estimationasymptotic distributionscontinuous spectrumCanadian lynx trappingsexponential sampleorder selection criterionperiodic componentsperiodogram ordinates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3885116 (Why is no real title available?)
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• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 3188884 (Why is no real title available?)
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• A new look at the statistical model identification
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• Asymptotic inference in stationary Gaussian time-series
• NONLINEAR TIME SERIES REGRESSION FOR A CLASS OF AMPLITUDE MODULATED CONSINUSOIDS
• On the estimation of a harmonic component in a time series with stationary dependent residuals
• On the estimation of the parameters of a power spectrum
• Robust Estimates of Location: Survey and Advances
• The asymptotic theory of linear time-series models
• The estimation of frequency
• The simultaneous estimation of a time series harmonic components and covariance structure
• The trimmed mean in the linear model
• Trimmed Least Squares Estimation in the Linear Model
• Weighted least squares estimators on the frequency domain for the parameters of a time series

Cited in

(2)

• PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
• CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA

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