Estimating the Number of Components

Swagata Nandi () and Debasis Kundu ()
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Swagata Nandi: Indian Statistical Institute, Theoretical Statistics and Mathematics Unit
Debasis Kundu: Indian Institute of Technology Kanpur, Department of Mathematics and Statistics

Chapter Chapter 5 in Statistical Signal Processing, 2020, pp 101-114 from Springer

Abstract: Abstract In this chapter, we have discussed different methods of estimating the number of components in a multiple sinusoidal model. This problem can be formulated as a model selection problem, hence any model selection procedure which is available in the literature can be used for this purpose. We have provided three different approaches namely (i) likelihood ratio method, (ii) cross validation method and (iii) information theoretic criteria, and their theoretical properties have been discussed.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-15-6280-8_5

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DOI: 10.1007/978-981-15-6280-8_5

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