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
Link To Document :
بازگشت