A NOTE ON ESTIMATING THE NUMBER OF SUPERIMPOSED EXPONENTIAL SIGNALS BY THE CROSS-VALIDATION APPROACH

DOI10.1081/STA-100105685zbMath1001.94007OpenAlexW2027247200MaRDI QIDQ4540676

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Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-100105685

zbMATH Keywords

cross-validationsuperimposed exponential signals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Modeling by shortest data description
• Consistent estimates of super imposed exponential signals when some observations are missing
• Detecting the number of signals for an undamped exponential model using cross-validation approach

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