Least squares parameter estimation in multiplicative noise models
DOI10.1080/03610910008813603zbMATH Open0968.62526OpenAlexW1992772704MaRDI QIDQ4490149FDOQ4490149
Authors: Peiliang Xu, Seiichi Shimada 
Publication date: 10 July 2000
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910008813603
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Linear regression; mixed models (62J05) Applications of statistics (62P99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Cites Work
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- On the efficiency of quasi-likelihood estimation
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Cited In (16)
- Approximating intrinsic noise in continuous multispecies models
- Title not available (Why is that?)
- Improving the weighted least squares estimation of parameters in errors-in-variables models
- Total least squares fitting Bass diffusion model
- Noise level estimation in high-dimensional linear models
- Noise representation in residuals of LSQR, LSMR, and CRAIG regularization
- Total least squares adjustment in partial errors-in-variables models: algorithm and statistical analysis
- Linear estimation of continuous-discrete linear state space models with multiplicative noise
- Title not available (Why is that?)
- Inferences on process noise in a linear model
- Adjusted least square estimation for noisy images
- Regularized nonlinear regression with dependent errors and its application to a biomechanical model
- Optimal estimation of several linear parameters in the presence of Lorentzian thermal noise
- Title not available (Why is that?)
- Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations
- On the behavior of information theoretic criteria for model order selection of InSAR signals corrupted by multiplicative noise
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