Estimation of frequencies in presence of heavy tail errors.

DOI10.1016/S0167-7152(02)00109-8zbMath1045.62090OpenAlexW2153079578MaRDI QIDQ1871229

Swagata Nandi, Srikanth K. Iyer, Debasis Kundu

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00109-8

zbMATH Keywords

Confidence intervalsStable distributionsConsistent estimatorsSinusoidal signals

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors ⋮ Analyzing non-stationary signals using generalized multiple fundamental frequency model

Cites Work

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• Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal
• Asymptotic theory of least squares estimator of a nonlinear time series regression model
• Non-linear time series regression
• On the estimation of a harmonic component in a time series with stationary independent residuals
• The simultaneous estimation of a time series harmonic components and covariance structure

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