Estimation of the parameters of a chirp type model with stationary residuals
Summary: Let \(X_{n1},\dots,X_{nn}\) be the observations from a chirp type statistical model \(\{X_{nt}\}\), \(X_{nt}=A\cos(\omega t+(\Delta/n)t^2)+B\sin(\omega t+(\Delta/n)t^2)+\epsilon_t\), where \(\{\epsilon_t\}\) is a stationary noise. We consider a method of estimation of parameters, \(A\), \(B\), \(\omega\), \(\Delta\), and \(\nu\), (where \(\nu\) is the variance of \(\epsilon_t\)'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 \(\sum_{t=1}^ne^{i(ut+vt^2)}\) and then use them to prove, under certain conditions, the consistency of the estimators.
- scientific article; zbMATH DE number 5275976
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