scientific article; zbMATH DE number 709516

zbMath0815.62068MaRDI QIDQ4318965

Paul Malliavin

Publication date: 29 June 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

bootstrapcomplexityalgorithmtransfer matrixGaussian noisereplica methodcirculant matrixinfinitesimal generatorprincipal componentsconditional lawexact estimationnoiseless observationsCramér linear systemLorentzian signalreduced circulant matrixreduced effective circulant matrixsignal derivative

Mathematics Subject Classification ID

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

Related Items (6)

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

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