Estimation of frequencies in presence of heavy tail errors

Statistics and Probability Letters

Volumn 58, Issue 3, 2002, Pages 265-282

  Nandi, Swagata ^a   Iyer, Srikanth K ^a   Kundu, Debasis ^a  

^a INDIAN INSTITUTE OF TECHNOLOGY KANPUR   (India)

Author keywords

Confidence intervals; Consistent estimators; Sinusoidal signals; Stable distributions

Indexed keywords

EID: 0036639746     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00109-8     Document Type: Article

References (15)

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7. The variation of certain speculative prices
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9. On frequency estimation
10. Stable Non-Gaussian Random Processes; Stochastic Models with Infinite Variance
11. On the estimation of the Harmonic components in a time series with Stationary residuals
12. The simultaneous estimation of a time series Harmonic component and covariance structure
13. Asymptotic theory of the non-linear least-squares estimation