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Asymptotic normality of the LSE for chirp signal parameters
Volume 11, Issue 2 (2024), pp. 195–216
Alexander Ivanov ORCID icon link to view author Alexander Ivanov details   Viktor Hladun ORCID icon link to view author Viktor Hladun details  

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https://doi.org/10.15559/24-VMSTA247
Pub. online: 23 January 2024      Type: Research Article      Open accessOpen Access

Received
17 October 2023
Revised
13 January 2024
Accepted
13 January 2024
Published
23 January 2024

Abstract

A time continuous statistical model of chirp signal observed against the background of stationary Gaussian noise is considered in the paper. Asymptotic normality of the LSE for parameters of such a sinusoidal regression model is obtained.

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Keywords
Chirp signal stationary Gaussian stochastic process least squares estimate strong consistency asymptotic normality Fresnel integrals

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