Determining the number of harmonic signals and estimating signal parameters from a limited sample of time-series observations in the presence of noise

zbMath0704.62080MaRDI QIDQ917200

L. N. Konovalov, I. D. Merkulenko, T. A. Yarkho

Publication date: 1989

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationtime seriesunknown spectral densityadditive mixturefinite samplelikelihood-ratio testing of compound statistical hypothesesnumber of harmonic signalswhite Gaussian stationary stochastic process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Survival analysis and censored data (62N99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Non-Markovian processes: hypothesis testing (62M07)

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