Asymptotic properties of the maximum likelihood estimates of a damped sinusoidal process

On the asymptotic normality of the maximum likelihood estimator with dependent observations

Heijmans, R.D.H.
Magnus, J.R
London School of Economics and Political Science (United Kingdom). International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25295(On) / BLDSC - British Library Doc...

ASYMPTOTIC PERFORMANCE FOR DELAYED EXPONENTIAL FITTING

Remy Boyer
Karim Abed-meraim

March 2015

Abstract: The Damped and Delayed Sinusoidal (DDS) model is suitable for modeling compactly short tim...

Estimation of exponentially damped sinusoids

Prior-Wandesforde, Anthony Richard

January 1988

This thesis examines the problems associated with the estimation of exponentially damped sinusoids b...

Bayesian estimation of parameters of a Damped sinusoidal model by a Markov chain Monte Carlo method

Barone, P.
Ragona, R
Consiglio Nazionale delle Ricerche, Rome (Italy). Istituto per le Applicazioni del Calcolo "Mauro Picone"

January 1996

Consiglio Nazionale delle Ricerche (CNR). Biblioteca Centrale / CNR - Consiglio Nazionale delle Rich...

Sharp estimates for damped oscillatory integrals

Ikromov, I.A.
Shaimardanov, S.S.
The Abdus Salam International Centre for Theoretical Physics, Trieste (Italy)

January 2004

Consiglio Nazionale delle Ricerche - Biblioteca Centrale - P.le Aldo Moro, 7 , Rome / CNR - Consigli...

On parameter estimation of damped sinusoids

Cheng, Qi

January 2006

This paper revisits the parameter estimation of (complex) damped sinusoids by presenting (1) a theor...

Maximum Likelihood Estimation of Logistic Sinusoidal Regression Models

Weng, Yu

December 2013

We consider the problem of maximum likelihood estimation of logistic sinusoidal regression models an...

Cramér-Rao Lower Bounds for a Damped Sinusoidal Process

Yao, Ying Xian
Pandit, Sudhakar M.

January 1995

The Cramér-Rao lower bounds (CRLB\u27s) for the parameter estimators of a damped sinusoidal process ...

Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Economic Models (Thesis)

Vickers, M.

May 1977

Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Economic Models...

On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling

Reiichiro Kawai
Hiroki Masuda
Hiroki Masuda

October 2015

On the local asymptotic behavior of the likelihood function for Meixner Levy processes under high-fr...

Estimating parameters in noisy low frequency exponentially damped sinusoids and exponentials

Quinn, Barry G

January 2016

There has been much recent interest in damped sinusoidal models, probably as a result of their relev...

Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic PDEs Disturbed by Small Noise

M. Huebner

maximum likelihood estimator, asymptotic efficiency, stochastic partial differential equations,

Asymptotic Properties of Sequential Maximum Likelihood Designs

July 2015

none1noNell'ambito degli esperimenti sequenziali per il confronto di due o più trattamenti, moltepli...

The capacity method for asymptotic Dirichlet problems

Dal Maso, Gianni
Garroni, Adriana
International School for Advanced Studies (ISAS), Trieste (Italy)

January 1994

Consiglio Nazionale delle Ricerche (CNR). Biblioteca Centrale / CNR - Consiglio Nazionale delle Rich...

Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators

Yoshida, Nakahiro

By means of the Malliavin Calculus, we derive asymptotic expansion of the probability distributions ...

On the asymptotic normality of the maximum likelihood estimator with dependent observations

Heijmans, R.D.H.
Magnus, J.R
London School of Economics and Political Science (United Kingdom). International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25295(On) / BLDSC - British Library Doc...

ASYMPTOTIC PERFORMANCE FOR DELAYED EXPONENTIAL FITTING

Remy Boyer
Karim Abed-meraim

March 2015

Abstract: The Damped and Delayed Sinusoidal (DDS) model is suitable for modeling compactly short tim...

Estimation of exponentially damped sinusoids

Prior-Wandesforde, Anthony Richard

January 1988

This thesis examines the problems associated with the estimation of exponentially damped sinusoids b...

Bayesian estimation of parameters of a Damped sinusoidal model by a Markov chain Monte Carlo method

Barone, P.
Ragona, R
Consiglio Nazionale delle Ricerche, Rome (Italy). Istituto per le Applicazioni del Calcolo "Mauro Picone"

January 1996

Consiglio Nazionale delle Ricerche (CNR). Biblioteca Centrale / CNR - Consiglio Nazionale delle Rich...

Sharp estimates for damped oscillatory integrals

Ikromov, I.A.
Shaimardanov, S.S.
The Abdus Salam International Centre for Theoretical Physics, Trieste (Italy)

January 2004

Consiglio Nazionale delle Ricerche - Biblioteca Centrale - P.le Aldo Moro, 7 , Rome / CNR - Consigli...

On parameter estimation of damped sinusoids

Cheng, Qi

January 2006

This paper revisits the parameter estimation of (complex) damped sinusoids by presenting (1) a theor...

Maximum Likelihood Estimation of Logistic Sinusoidal Regression Models

Weng, Yu

December 2013

We consider the problem of maximum likelihood estimation of logistic sinusoidal regression models an...

Cramér-Rao Lower Bounds for a Damped Sinusoidal Process

Yao, Ying Xian
Pandit, Sudhakar M.

January 1995

The Cramér-Rao lower bounds (CRLB\u27s) for the parameter estimators of a damped sinusoidal process ...

Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Economic Models (Thesis)

Vickers, M.

May 1977

Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Economic Models...

On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling

Reiichiro Kawai
Hiroki Masuda
Hiroki Masuda

October 2015

On the local asymptotic behavior of the likelihood function for Meixner Levy processes under high-fr...

Estimating parameters in noisy low frequency exponentially damped sinusoids and exponentials

Quinn, Barry G

January 2016

There has been much recent interest in damped sinusoidal models, probably as a result of their relev...

Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic PDEs Disturbed by Small Noise

M. Huebner

maximum likelihood estimator, asymptotic efficiency, stochastic partial differential equations,

Asymptotic Properties of Sequential Maximum Likelihood Designs

July 2015

none1noNell'ambito degli esperimenti sequenziali per il confronto di due o più trattamenti, moltepli...

The capacity method for asymptotic Dirichlet problems

Dal Maso, Gianni
Garroni, Adriana
International School for Advanced Studies (ISAS), Trieste (Italy)

January 1994

Consiglio Nazionale delle Ricerche (CNR). Biblioteca Centrale / CNR - Consiglio Nazionale delle Rich...

Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators

Yoshida, Nakahiro

By means of the Malliavin Calculus, we derive asymptotic expansion of the probability distributions ...

On the asymptotic normality of the maximum likelihood estimator with dependent observations

Heijmans, R.D.H.
Magnus, J.R
London School of Economics and Political Science (United Kingdom). International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25295(On) / BLDSC - British Library Doc...

ASYMPTOTIC PERFORMANCE FOR DELAYED EXPONENTIAL FITTING

Remy Boyer
Karim Abed-meraim

March 2015

Abstract: The Damped and Delayed Sinusoidal (DDS) model is suitable for modeling compactly short tim...

Estimation of exponentially damped sinusoids

Prior-Wandesforde, Anthony Richard

January 1988

This thesis examines the problems associated with the estimation of exponentially damped sinusoids b...

Asymptotic properties of the maximum likelihood estimates of a damped sinusoidal process

Abstract

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Asymptotic properties of the maximum likelihood estimates of a damped sinusoidal process

Abstract

Extracted data

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