期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2006
卷号：68
期号：02
出版社：Indian Statistical Institute
摘要：A computationally efficient algorithm is proposed for estimating the parameters of sinusoidal signals in presence of stationary errors. The proposed estimators are consistent, and they are asymptotically equivalent to the least squares estimators. Monte Carlo simulations are performed to compare the proposed one with the other existing comparable methods. It is observed that the proposed estimator works quite well in terms of biases and mean squared errors. The main advantage of the proposed method of estimation is that the estimators can be obtained using only fixed number of iterations. Some real data sets have been analyzed for illustration purposes.
关键词：Sinusoidal frequency model, least squares estimators, approximate least squares estimators, consistent estimators, asymptotic distributions, iterations, convergence.
