A NOTE ON THE CONSISTENCY OF THE UNDAMPED EXPONENTIAL SIGNALS MODEL

Authors
KUNDU D MITRA A
Citation
D. Kundu et A. Mitra, A NOTE ON THE CONSISTENCY OF THE UNDAMPED EXPONENTIAL SIGNALS MODEL, Statistics, 28(1), 1996, pp. 25-33
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Statistics → ACNP
ISSN journal
02331888
Volume
28
Issue
1
Year of publication
1996
Pages
25 - 33
Database
ISI
SICI code
0233-1888(1996)28:1<25:ANOTCO>2.0.ZU;2-3
Abstract
Recently Rao and Zhao (1993) proved the consistency of the least squar es estimators of the undamped superimposed exponential signals model u nder the assumption of the normal distribution of the error terms. The main aim of this note is to prove the consistency of the least square s estimators of the above mentioned model when the error distributions are not necessarily normal.