A comparison between robust information theoretic estimator and asymptotic maximum likelihood estimator for misspecified model
暂无分享,去创建一个
[1] H. White. Maximum Likelihood Estimation of Misspecified Models , 1982 .
[2] G. R. Stegen,et al. Experiments with maximum entropy power spectra of sinusoids , 1974 .
[3] J. Makhoul,et al. On the statistics of the estimated reflection coefficients of an autoregressive process , 1983 .
[4] S. Kay. Noise compensation for autoregressive spectral estimates , 1980 .
[5] Donald L. Snyder,et al. Random Point Processes in Time and Space , 1991 .
[6] Rory A. Fisher,et al. Theory of Statistical Estimation , 1925, Mathematical Proceedings of the Cambridge Philosophical Society.
[7] Frederick R. Forst,et al. On robust estimation of the location parameter , 1980 .
[8] H. Cramér. Mathematical Methods of Statistics (PMS-9), Volume 9 , 1946 .
[9] Fulvio Gini,et al. Performance Bounds for Parameter Estimation under Misspecified Models: Fundamental Findings and Applications , 2017, IEEE Signal Processing Magazine.
[10] Steven Kay,et al. Poisson Maximum Likelihood Spectral Inference , 2017 .
[11] R. Lacoss. DATA ADAPTIVE SPECTRAL ANALYSIS METHODS , 1971 .
[12] L. Marple. Resolution of conventional Fourier, autoregressive, and special ARMA methods of spectrum analysis , 1977 .
[13] Will Gersch,et al. Estimation of the autoregressive parameters of a mixed autoregressive moving-average time series , 1970 .
[14] L. Stefanski,et al. The Calculus of M-Estimation , 2002 .