Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors
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Publication:449359
DOI10.1016/j.jspi.2012.04.002zbMath1428.62399MaRDI QIDQ449359
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
heavy-tailed distribution; stable distributions; bootstrap confidence intervals; consistent estimators; two-dimensional sinusoidal signals
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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