Least squares parameter estimation in multiplicative noise models

DOI10.1080/03610910008813603MaRDI QIDQ4490149zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

least squaresquasi-likelihoodmultiplicative noisebias analysis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics (62P99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• scientific article; zbMATH DE number 4054836 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 47344 (Why is no real title available?)
• An Empirical Study of Jackknife-Constructed Confidence Regions in Nonlinear Regression
• On the efficiency of quasi-likelihood estimation
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Quasi-likelihood functions

Cited in

(16)

• Approximating intrinsic noise in continuous multispecies models
• scientific article; zbMATH DE number 1844153 (Why is no real title available?)
• Total least squares fitting Bass diffusion model
• Improving the weighted least squares estimation of parameters in errors-in-variables models
• Noise level estimation in high-dimensional linear models
• Total least squares adjustment in partial errors-in-variables models: algorithm and statistical analysis
• Noise representation in residuals of LSQR, LSMR, and CRAIG regularization
• Linear estimation of continuous-discrete linear state space models with multiplicative noise
• scientific article; zbMATH DE number 4159902 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 38955 (Why is no real title available?)
• 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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Uses Software

• alr3

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