Constrained maximum likelihood estimators for superimposed exponential signals

DOI10.1080/03610919708813407zbMath0900.62487OpenAlexW1980585327MaRDI QIDQ4369375

Debasis Kundu, Nandini Kannan

Publication date: 15 November 1998

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919708813407

zbMATH Keywords

multiple sinusoidsconstrained MLEProny's algorithmEVLPFBLP

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Applications of statistics (62P99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• A fast algorithm for solving a Toeplitz system of equations
• On frequency estimation
• Estimating the Parameters of Undamped Exponential Signals
• On the estimation of a harmonic component in a time series with stationary independent residuals

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