Consistent estimates of super imposed exponential signals when some observations are missing. (English) Zbl 0814.62014
Summary: Methods are proposed for estimating the parameters of undamped exponential signals when observations are missing. Some consistency results have been established. The finite sample behavior of the proposed methods has been studied by Monte Carlo simulation.
MSC:
| 62F10 | Point estimation |
| 62J02 | General nonlinear regression |
| 65C05 | Monte Carlo methods |
| 62P99 | Applications of statistics |
Keywords:
consistent estimates; missing observations; modal analysis; matrix pencil; undamped exponential signals; consistency results; finite sample behavior; Monte Carlo simulationReferences:
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