The Simultaneous Estimation of the Number of Signals and Frequencies of Multiple Sinusoids When Some Observations Are Missing: I. Asymptotics
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 eigen-variation linea...
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| Veröffentlicht in: | Proceedings of the National Academy of Sciences - PNAS 1999-09, Vol.96 (20), p.11106-11110 |
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| container_title | Proceedings of the National Academy of Sciences - PNAS |
| container_volume | 96 |
| creator | Bai, Z Rao, C R Wu, Y Zen, M M Zhao, L |
| description | 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 eigen-variation 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. |
| doi_str_mv | 10.1073/pnas.96.20.11106 |
| format | Article |
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| ispartof | Proceedings of the National Academy of Sciences - PNAS, 1999-09, Vol.96 (20), p.11106-11110 |
| issn | 0027-8424 1091-6490 |
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| source | JSTOR Archive Collection A-Z Listing; PubMed Central; Alma/SFX Local Collection; Free Full-Text Journals in Chemistry |
| subjects | Consistent estimators Eigenvalues Estimators Perceptron convergence procedure Physical Sciences Random variables Real numbers |
| title | The Simultaneous Estimation of the Number of Signals and Frequencies of Multiple Sinusoids When Some Observations Are Missing: I. Asymptotics |
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