Consistency of the LSE for Chirp Signal Parameters in the Models with Strongly and Weakly Dependent Noise

被引：2
|
作者：
Ivanov, A., V [1 ]
Hladun, V. V. [1 ]
机构：
[1] Natl Tech Univ Ukraine, Igor Sikorsky Kyiv Polytech Inst, Dept Math Anal & Probabil Theory, Fac Phys & Math, Peremohy Ave 37, UA-03057 Kiev, Ukraine
来源：
AUSTRIAN JOURNAL OF STATISTICS | 2023年 / 52卷
关键词：
multiple chirp signal; strongly dependent stationary Gaussian process; least squares estimate; uniform law of large numbers; Isserlis' theorem; Fresnel integrals; strong consistency; ASYMPTOTIC PROPERTIES;
D O I：
10.17713/ajs.v52iSI.1762
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A time continuous statistical model of multiple chirp signal observed against the back-ground of strongly-dependent stationary Gaussian noise is considered in the paper. Strong consistency of the least squares estimates for such a trigonometric regression model parameters is proved.
引用
收藏
页码：107 / 126
页数：20
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