Notes on M-estimation in exponential signal models
DOI10.1007/S40304-019-00190-7zbMATH Open1473.62084OpenAlexW2972567927WikidataQ115600727 ScholiaQ115600727MaRDI QIDQ2046901FDOQ2046901
Authors: Shu Ding, Kwok-Wai Tam, Yuehua Wu 
Publication date: 19 August 2021
Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40304-019-00190-7
Recommendations
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Central limit and other weak theorems (60F05)
Cites Work
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- General \(M\)-estimation
- Asymptotic normality of the recursive M-estimators of the scale parameters
- A note on constrained M-estimation and its recursive analog in multivariate linear regression models
- Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models
- Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences
- Title not available (Why is that?)
- Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models
Cited In (6)
- A Note on the Consistency of the Undamped Exponential Signals Model
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimating the number of signals of the damped exponential models.
- Maximum likelihood estimation, analysis, and applications of exponential polynomial signals
- Strong consistency of parameter bootstrap estimators in two-dimensional exponential signal models
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