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

zbMATH Keywords

consistencyM-estimationrecursive algorithmlimiting distributionexponential signal model

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
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• A note on constrained M-estimation and its recursive analog in multivariate linear regression models
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• General \(M\)-estimation
• Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models
• Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences
• Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models

Cited in

(7)

• A Note on the Consistency of the Undamped Exponential Signals Model
• Consistency of M-estimators of nonlinear signal processing models
• Estimating the number of signals of the damped exponential models.
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• Strong consistency of parameter bootstrap estimators in two-dimensional exponential signal models
• Maximum likelihood estimation, analysis, and applications of exponential polynomial signals
• scientific article; zbMATH DE number 5769803 (Why is no real title available?)

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