Constrained maximum likelihood estimators for superimposed exponential signals

DOI10.1080/03610919708813407MaRDI QIDQ4369375zbMATH OpenOpenAlexFDO

Authors Debasis Kundu, Nandini Kannan

Publication date 15 November 1998

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919708813407

zbMATH Keywords

constrained MLEProny's algorithmmultiple sinusoidsEVLPFBLP

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics (62P99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• On modified EVLP and ML methods for estimating superimposed exponential signals
• scientific article; zbMATH DE number 4213222
• An efficient algorithm for estimating the parameters of superimposed exponential signals
• scientific article; zbMATH DE number 758456

Cites work

• A fast algorithm for solving a Toeplitz system of equations
• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• Estimating the Parameters of Undamped Exponential Signals
• On frequency estimation
• On the estimation of a harmonic component in a time series with stationary independent residuals

Cited in

(6)

• An efficient algorithm for estimating the parameters of superimposed exponential signals
• Maximum likelihood parameter estimation of superimposed signals by dynamic programming
• Consistent estimates of super imposed exponential signals when some observations are missing
• On modified EVLP and ML methods for estimating superimposed exponential signals
• Maximum likelihood estimation, analysis, and applications of exponential polynomial signals
• scientific article; zbMATH DE number 4213222 (Why is no real title available?)

This page was built for publication: Constrained maximum likelihood estimators for superimposed exponential signals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4369375)