Notes on M-Estimation in Exponential Signal Models  

作　　者：Shu Ding Yuehua Wu Kwok-Wai Tam 

机构地区：[1]School of Economics,Hefei University of Technology,Hefei,China [2]Department of Mathematics and Statistics,York University,Toronto,ON,Canada [3]Department of Mathematics,Portland State University,Portland,OR,USA

出　　处：《Communications in Mathematics and Statistics》2021年第2期139-151,共13页数学与统计通讯（英文）

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 assumptions.In this paper,the limiting distributions of the M-estimators are investigated.It 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 established.Monte Carlo simulation studies using Huber’sρfunction are also provided.

关 键 词：Exponential signal model M-ESTIMATION Limiting distribution Recursive algorithm CONSISTENCY 

分 类 号：O17[理学—数学]