Consistent method for estimating sinusoidal frequencies: a non-iterative approach

DOI10.1080/00949659708811829zbMath0873.62029OpenAlexW1990091004MaRDI QIDQ4347029

Amit Mitra, Debasis Kundu

Publication date: 4 November 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811829

zbMATH Keywords

simulation studystrong consistencybootstrap confidence intervalsCramer-Rao lower boundmean squared errorstime series modelsinusoidal frequenciesnon-iterative techniqueTLS-ESPRIT

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items (3)

M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model ⋮ Genetic algorithm and M-estimator based robust sequential estimation of parameters of nonlinear sinusoidal signals ⋮ Estimation of frequencies in presence of heavy tail errors.

Cites Work

• Unnamed Item
• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• Theoretical comparison of bootstrap confidence intervals
• The estimation of frequency
• Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise
• The effect of order estimation on estimating the peak frequency of an autoregressive spectral density
• On frequency estimation
• ESTIMATING THE NUMBER OF TERMS IN A SINUSOIDAL REGRESSION
• Autoregressive frequency estimation
• NONLINEAR TIME SERIES REGRESSION FOR A CLASS OF AMPLITUDE MODULATED CONSINUSOIDS
• SVD-based information theoretic criteria for detection of the number of damped/undamped sinusoids and their performance analysis
• DETERMINING THE NUMBER OF TERMS IN A TRIGONOMETRIC REGRESSION
• Estimating the Parameters of Undamped Exponential Signals
• 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
• Linear Statistical Inference and its Applications
• The simultaneous estimation of a time series harmonic components and covariance structure

This page was built for publication: Consistent method for estimating sinusoidal frequencies: a non-iterative approach