scientific article; zbMATH DE number 709516

MaRDI QIDQ4318965zbMATH OpenFDO

Authors Paul Malliavin

Publication date 29 June 1995

zbMATH Keywords

algorithmbootstrapcirculant matrixcomplexityconditional lawCramér linear systemexact estimationGaussian noiseinfinitesimal generatorLorentzian signalnoiseless observationsprincipal componentsreduced circulant matrixreduced effective circulant matrixreplica methodsignal derivativetransfer matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inference from stochastic processes (62M99) Applications of statistics (62P99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(7)

• Noise space decomposition method for two-dimensional sinusoidal model
• Consistency of the least squares estimators of parameters in the texture surface sinusoidal model
• Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane
• Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors
• On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters
• The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations
• Asymptotic properties of the periodogram estimates of the multivariate symmetric textured surface parameters

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