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

页码：107 / 126

页数：20

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