This research consider the problem of efficiently estimating a parameter of interest when the model is complicated by a vector of nuisance parameters. If the model is nonadaptive we must often resort to full information estimation to gain an efficient estimator for the parameter of interest. In certain cases full information estimation can be computationally intensive and lead to poor finite sa...

This paper presents a sequential estimation procedure for unknown parameters of a stochastic linear regression. As examples the sequential estimation problem of two dynamic parameters in stochastic linear systems with memory and in autoregressive processes is solved. The estimation procedure is based on the least squares method with weights and yields estimators with guaranteed accuracy in the ...

Time-frequency-selective, i.e., time-variant multipath, fading in orthogonal frequency division multiplexing (OFDM) systems destroys subcarrier orthogonality, resulting in intercarrier interference (ICI). In general, the previously proposed estimation schemes to resolve this problem are only applicable to slowly time-variant channels or suffer from high complexity due to large-sized matrix inve...

Consider a Galton–Watson process with immigration. This paper studies the limits of the sequential estimator, proposed by [Sriram, T.N., Basawa, I.V., and Huggins, R.M., (1991). Sequential estimation for branching processes with immigration. Ann. Statist. 19, 2232–2243.] and the modified sequential estimator, proposed by [Shete, S., Sriram, T.N., 1998. Fixed precision estimator of the offspring...