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Comparison of ruin probability estimates in the presence of heavy tails

✍ Scribed by D. G. Konstantinidis


Publisher
Springer US
Year
1999
Tongue
English
Weight
750 KB
Volume
93
Category
Article
ISSN
1573-8795

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Estimation of frequencies in presence of
✍ Swagata Nandi; Srikanth K. Iyer; Debasis Kundu πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 195 KB

In this paper, we consider the problem of estimating the sinusoidal frequencies in presence of additive white noise. The additive white noise has mean zero but it may not have ΓΏnite variance. We propose to use the least-squares estimators or the approximate least-squares estimators to estimate the u