Skip to main content
Log in

Parameter estimation of hidden periodic model in random fields

  • Published:
Science in China Series A: Mathematics Aims and scope Submit manuscript

Abstract

Two-dimensional hidden periodic model is an important model in random fields. The model is used in the field of two-dimensional signal processing, prediction and spectral analysis. A method of estimating the parameters for the model is designed. The strong consistency of the estimators is proved.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Brockwell, P. J., Davis, R. A.,Time Series, Theory and Methods, New York: Springer-Verlag, 1987.

    MATH  Google Scholar 

  2. Dudgeon, D. E., Merserean, R. M.,Multidimensional Digital Signal Processing, Englewwood Cliffs: Prentice-Hall, Inc., 1987.

    Google Scholar 

  3. HeShuyuan, On estimating the hidden periodicity of linear time series models,Act. Math. Appl. Sinica, 1987 13(2): 168.

    Google Scholar 

  4. HeShuyuan, The uniform convergence for weighted periodogram of stationary linear random fields, Chin.Ann. of Math., 1995 16B: 331.

    Google Scholar 

  5. HeShuyuan, Estimation of the mixed AR and hidden periodic model,Acta Math. Appl. Sinica, 1997 13(2): 196.

    Article  MATH  MathSciNet  Google Scholar 

  6. Truong-Van.B., A new approach to frequency analysis with amplified harmonics,J. Roy. Statist. Soc., Ser. B, 1990, 52: 203.

    MathSciNet  Google Scholar 

  7. Yacowitz, S., Some contributions to a frequency location method due to He and Kedem,IEEE Tran. on Signal Proc, 1991, 42(5): 1177.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Project supported by the National Natural Science Foundation of China (Grant No. 19571002).

Rights and permissions

Reprints and permissions

About this article

Cite this article

Shuyuan, H. Parameter estimation of hidden periodic model in random fields. Sci. China Ser. A-Math. 42, 238–245 (1999). https://doi.org/10.1007/BF02879057

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02879057

Keywords

Navigation