Sankhya: The Indian Journal of Statistics

2004, Volume 66, Pt. 3, 528--535

A Note on the Asymptotic Properties of the Least Squares Estimators of the Parameters of the Multidimensional Exponential Signals


Debasis Kundu, Indian Institute of Technology Kanpur

SUMMARY. In this note  we investigate the theoretical properties of the least squares estimators of the parameters of the multidimensional exponential signals under the assumptions of additive errors. The strong consistency and asymptotic normality of the least squares estimators of the different parameters are obtained.  The main results generalize several existing one and two dimensional results.

AMS (1991) subject classification}. 62F12, 62M10.

Key words and phrases. Almost sure convergence; Asymptotic normality.

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