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

DOI10.1016/J.JSPI.2012.04.002MaRDI QIDQ449359zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stable distributionsheavy-tailed distributionconsistent estimatorsbootstrap confidence intervalstwo-dimensional sinusoidal signals

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 695953 (Why is no real title available?)
• scientific article; zbMATH DE number 709516 (Why is no real title available?)
• scientific article; zbMATH DE number 274399 (Why is no real title available?)
• A two-dimensional Prony's method for spectral estimation
• An efficient and fast algorithm for estimating the parameters of two-dimensional sinusoidal signals
• Asymptotic properties of the least squares estimators of a two-dimensional model.
• Asymptotic theory of least squares estimator of a nonlinear time series regression model
• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• Asymptotic theory of nonlinear least squares estimation
• Determination of Discrete Spectrum in a Random Field
• Estimating the parameters of burst-type signals
• Estimating two-dimensional frequencies by matrix enhancement and matrix pencil
• Estimation of frequencies in presence of heavy tail errors.
• Estimation of hidden frequencies for 2D stationary process
• Non-linear time series regression
• On the estimation of a harmonic component in a time series with stationary independent residuals

Cited in

(8)

• Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise
• On discrete-domain multidimensional sinusoidal models
• Estimation of frequencies in presence of heavy tail errors.
• Estimating parameters of sinusoidal signals: Some recent developments
• Recovery of periodicities hidden in heavy-tailed noise
• Least squares estimation of 2-D sinusoids in colored noise: asymptotic analysis
• Generalised signed-rank estimation for nonlinear models with multidimensional indices
• Noise space decomposition method for two-dimensional sinusoidal model

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