On a chirp-like model and its parameter estimation using periodogram-type estimators

DOI10.1007/S42519-021-00174-3zbMath1477.62058OpenAlexW3135157482MaRDI QIDQ2241536

Debasis Kundu, Rhythm Grover

Publication date: 9 November 2021

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-021-00174-3

zbMATH Keywords

data analysissimulationsperiodogramparametric modellingapproximate least squares estimatorschirp modellarge-samplechirp-like modelreal world signals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

On weighted least squares estimators for chirp like model

Cites Work

• Unnamed Item
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Asymptotic theory of nonlinear least squares estimation
• Asymptotic properties of the least sqares estimators of the parameters of the chirp signals
• Professor C. R. Rao's contributions in statistical signal processing and its long-term implications
• Statistical Signal Processing
• Asymptotic Properties of Non-Linear Least Squares Estimators

This page was built for publication: On a chirp-like model and its parameter estimation using periodogram-type estimators