Bibliographic Details
| Title: |
Estimation of the Parameters of a Chirp Type Model with Stationary Residuals. |
| Authors: |
Perera, K.1 |
| Source: |
Journal of Probability & Statistics. 2/9/2017, p1-14. 14p. |
| Subjects: |
Chirp modulation, Statistical maps, Statistical models, Approximation theory, Least squares |
| Abstract: |
Let Xn1,…,Xnn be the observations from a chirp type statistical model Xnt, Xnt=Acos (ωt+Δ/nt2)+Bsin ωt+Δ/nt2+ϵt, where ϵt is a stationary noise. We consider a method of estimation of parameters, A, B, ω, Δ, and ν, (where ν is the variance of ϵt’s) which is basically an approximate least-squares method. The main advantage of the proposed approach is that no assumptions are required. We make use of the three theorems which were established associated with the kernel ∑t=1neiut+vt2 and then use them to prove, under certain conditions, the consistency of the estimators. [ABSTRACT FROM AUTHOR] |
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| Database: |
Engineering Source |
