Notes on M-Estimation in Exponential Signal Models

作     者：Shu Ding Yuehua Wu Kwok-Wai Tam 

作者机构：School of EconomicsHefei University of TechnologyHefeiChina Department of Mathematics and StatisticsYork UniversityTorontoONCanada Department of MathematicsPortland State UniversityPortlandORUSA 

出 版 物：《Communications in Mathematics and Statistics》 (数学与统计通讯（英文）)

年 卷 期：2021年第9卷第2期

页      面：139-151页

核心收录：

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：Exponential signal model M-estimation Limiting distribution Recursive algorithm Consistency 

摘      要：An M-estimation of the parameters in an undamped exponential signal model was proposed in Wu and Tam(IEEE Trans Signal Process 49(2):373–380,2001),and the estimation was shown to be consistent under mild *** this paper,the limiting distributions of the M-estimators are *** is shown that they are asymptotically normally distributed under similar conditions as assumed in Wu and Tam(IEEE Trans Signal Process 49(2):373–380,2001).In addition,a recursive algorithm for computing the M-estimators of frequencies is proposed,and the strong consistency of these estimators is *** Carlo simulation studies using Huber’sρfunction are also provided.