Title of article
Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors
Author/Authors
Nandi، نويسنده , , Swagata، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
10
From page
2799
To page
2808
Abstract
In this paper, we consider a two-dimensional sinusoidal model observed in an additive random field. The proposed model has wide applications in statistical signal processing. The additive noise has mean zero but the variance may not be finite. We propose the least squares estimators to estimate the unknown parameters. It is observed that the least squares estimators are strongly consistent. We obtain the asymptotic distribution of the least squares estimators under the assumption that the additive errors are from a symmetric stable distribution. Some numerical experiments are performed to see how the results work for finite samples.
Keywords
Bootstrap confidence intervals , Two-dimensional sinusoidal signals , Consistent estimators , stable distributions , Heavy-tailed distribution
Journal title
Journal of Statistical Planning and Inference
Serial Year
2012
Journal title
Journal of Statistical Planning and Inference
Record number
2222100
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