WEIGHTED LEAST-SQUARES ESTIMATORS ON THE FREQUENCY-DOMAIN FOR THE PARAMETERS OF A TIME-SERIES

被引：25
|
作者：
CHIU, ST
机构：
来源：
ANNALS OF STATISTICS | 1988年 / 16卷 / 03期
关键词：
D O I：
10.1214/aos/1176350963
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：1315 / 1326
页数：12
相关论文
共 50 条
  • [1] Frequency-domain based least-squares estimation of multifrequency signal parameters
    Carbone, P
    Nunzi, E
    Petri, D
    [J]. IMTC/99: PROCEEDINGS OF THE 16TH IEEE INSTRUMENTATION AND MEASUREMENT TECHNOLOGY CONFERENCE, VOLS. 1-3, 1999, : 917 - 921
  • [2] Fast calculation of confidence intervals on parameter estimates of least-squares frequency-domain estimators
    De Troyer, T.
    Guillaume, P.
    Pintelon, R.
    Vanlanduit, S.
    [J]. MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2009, 23 (02) : 261 - 273
  • [3] JACKKNIFING WEIGHTED LEAST-SQUARES ESTIMATORS
    SHAO, J
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1989, 51 (01): : 139 - 156
  • [4] ORDINARY AND WEIGHTED LEAST-SQUARES ESTIMATORS
    SHAO, J
    [J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1990, 18 (04): : 327 - 336
  • [5] ANALYSIS OF ALGEBRAIC WEIGHTED LEAST-SQUARES ESTIMATORS FOR ENZYME PARAMETERS
    JONES, ME
    [J]. BIOCHEMICAL JOURNAL, 1992, 288 : 533 - 538
  • [6] ITERATIVE WEIGHTED LEAST-SQUARES ESTIMATORS
    CHEN, JH
    SHAO, J
    [J]. ANNALS OF STATISTICS, 1993, 21 (02): : 1071 - 1092
  • [7] FREQUENCY-DOMAIN LEAST-SQUARES SYSTEM-IDENTIFICATION
    SODERSTRAND, MA
    BERCHIN, G
    ROBERTS, RS
    [J]. INTERNATIONAL JOURNAL OF ELECTRONICS, 1995, 78 (01) : 25 - 35
  • [8] ON ASYMPTOTIC PROPERTIES OF THE LEAST-SQUARES ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT
    PANTULA, SG
    [J]. SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1986, 48 : 208 - 218
  • [9] On Weighted Sum Decompositions of Weighted Least-squares Estimators
    Li, Xiaobin
    Liu, Yonghui
    [J]. PROCEEDINGS OF THE THIRD INTERNATIONAL WORKSHOP ON APPLIED MATRIX THEORY, 2009, : 116 - 118
  • [10] LEAST-SQUARES ESTIMATION OF MISSING VALUES IN TIME-SERIES
    BEVERIDGE, S
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1992, 21 (12) : 3479 - 3496
12345