Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors
DOI10.1016/J.JSPI.2012.04.002zbMATH Open1428.62399OpenAlexW2061391584MaRDI QIDQ449359FDOQ449359
Authors: S. 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
Recommendations
- Estimation of frequencies in presence of heavy tail errors.
- Least squares estimation of 2-D sinusoids in colored noise: asymptotic analysis
- The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations
- Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal
- An efficient and fast algorithm for estimating the parameters of two-dimensional sinusoidal signals
stable distributionsheavy-tailed distributionconsistent estimatorsbootstrap confidence intervalstwo-dimensional sinusoidal signals
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic theory of nonlinear least squares estimation
- Non-linear time series regression
- A two-dimensional Prony's method for spectral estimation
- An efficient and fast algorithm for estimating the parameters of two-dimensional sinusoidal signals
- Estimation of frequencies in presence of heavy tail errors.
- Estimation of hidden frequencies for 2D stationary process
- Estimating the parameters of burst-type signals
- Estimating two-dimensional frequencies by matrix enhancement and matrix pencil
- Title not available (Why is that?)
- Title not available (Why is that?)
- Determination of Discrete Spectrum in a Random Field
- Asymptotic theory of least squares estimator of a nonlinear time series regression model
- On the estimation of a harmonic component in a time series with stationary independent residuals
- Asymptotic properties of the least squares estimators of a two-dimensional model.
- Asymptotic theory of least squares estimator of a particular nonlinear regression model
Cited In (6)
- Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise
- Estimating parameters of sinusoidal signals: Some recent developments
- On discrete-domain multidimensional sinusoidal models
- Generalised signed-rank estimation for nonlinear models with multidimensional indices
- Estimation of frequencies in presence of heavy tail errors.
- Least squares estimation of 2-D sinusoids in colored noise: asymptotic analysis
This page was built for publication: Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q449359)