Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors

DOI10.1016/j.jspi.2012.04.002zbMath1428.62399MaRDI QIDQ449359

Swagata Nandi

Publication date: 30 August 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.04.002

zbMATH Keywords

heavy-tailed distribution; stable distributions; bootstrap confidence intervals; consistent estimators; two-dimensional sinusoidal signals

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

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Cites Work

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