Estimation of the Parameters of a Chirp Type Model with Stationary Residuals.
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| 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] |
| Copyright of Journal of Probability & Statistics is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.) | |
| Database: | Engineering Source |
| FullText | Links: – Type: pdflink Text: Availability: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: Estimation of the Parameters of a Chirp Type Model with Stationary Residuals. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Perera%2C+K%2E%22">Perera, K.</searchLink><relatesTo>1</relatesTo> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22Journal+of+Probability+%26+Statistics%22">Journal of Probability & Statistics</searchLink>. 2/9/2017, p1-14. 14p. – Name: Subject Label: Subjects Group: Su Data: <searchLink fieldCode="DE" term="%22Chirp+modulation%22">Chirp modulation</searchLink><br /><searchLink fieldCode="DE" term="%22Statistical+maps%22">Statistical maps</searchLink><br /><searchLink fieldCode="DE" term="%22Statistical+models%22">Statistical models</searchLink><br /><searchLink fieldCode="DE" term="%22Approximation+theory%22">Approximation theory</searchLink><br /><searchLink fieldCode="DE" term="%22Least+squares%22">Least squares</searchLink> – Name: Abstract Label: Abstract Group: Ab Data: 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] – Name: AbstractSuppliedCopyright Label: Group: Ab Data: <i>Copyright of Journal of Probability & Statistics is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.) |
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| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1155/2017/6219149 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 14 StartPage: 1 Subjects: – SubjectFull: Chirp modulation Type: general – SubjectFull: Statistical maps Type: general – SubjectFull: Statistical models Type: general – SubjectFull: Approximation theory Type: general – SubjectFull: Least squares Type: general Titles: – TitleFull: Estimation of the Parameters of a Chirp Type Model with Stationary Residuals. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Perera, K. IsPartOfRelationships: – BibEntity: Dates: – D: 09 M: 02 Text: 2/9/2017 Type: published Y: 2017 Identifiers: – Type: issn-print Value: 1687952X Titles: – TitleFull: Journal of Probability & Statistics Type: main |
| ResultId | 1 |