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

Authors

  • Alexander Ivanov
  • Viktor Hladun

DOI:

https://doi.org/10.17713/ajs.v52iSI.1762

Abstract

A time continuous statistical model of multiple chirp signal observed against the background 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.

Downloads

Published

2023-08-15

How to Cite

Ivanov, A., & Hladun, V. (2023). Consistency of the LSE for Chirp Signal Parameters in the Models with Strongly and Weakly Dependent Noise. Austrian Journal of Statistics, 52(SI), 107–126. https://doi.org/10.17713/ajs.v52iSI.1762