The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics

AUTOR(ES)

Bai, Zhidong

FONTE

The National Academy of Sciences

RESUMO

The problem of simultaneous estimation of the number of signals and frequencies of multiple sinusoids is considered in the case when some observations are missing. The number of signals is estimated with an information theoretic criterion, and the frequencies are estimated with eigenvariation linear prediction. The strong consistency of the estimates of the number of signals and the frequencies is established and the rate of convergence of these estimates is provided. Besides, the limiting distributions of various estimates are given.

Documentos Relacionados

• STUDIES ON LEPTOSPIRAE I. SOME OBSERVATIONS ON THE DISTRIBUTION AND CULTIVATION OF LEPTOSPIRAE
• Analysis of Coyote Mitochondrial DNA Genotype Frequencies: Estimation of the Effective Number of Alleles
• Inheritance of Quantitative Characters in Zea Mays. I. Estimation of the Number of Genes Controlling the Time of Maturity
• Inheritance of Quantitative Characters in Rice. I. Estimation of the Number of Effective Factor Pairs Controlling Plant Height
• Asymptotics of Some Relativistic Markov Processes