Simultaneous estimation of number of signals and signal parameters of superimposed sinusoidal model: A robust sequential bivariate M-periodogram approach

DOI10.1080/03610918.2015.1056352zbMath1370.60071OpenAlexW2509805703MaRDI QIDQ5358332

Sanket Bose, Sharmishtha Mitra, Amit Mitra

Publication date: 20 September 2017

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

Full work available at URL: https://doi.org/10.1080/03610918.2015.1056352

zbMATH Keywords

frequency estimation \(M\)-estimator robust estimation nonlinear least squares sequential estimation sinusoidal model bivariate \(L^1\)-periodogram bivariate \(M\)-periodogram

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Biomedical imaging and signal processing (92C55) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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