Theory of Probability and Mathematical Statistics
Asymptotic properties of periodogram-like estimates for chirp signal parameters
A. V. Ivanov and V. V. Hladun
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Abstract: A time continuous model of the simplest chirp signal observed against the background of strongly or weakly dependent stationary Gaussian noise is considered. For the specified statistical model, strong consistency and asymptotic normality of periodogram-like estimates of unknown amplitude, angular frequency, and chirp rate are obtained.
Keywords: Chirp signal, strongly and weakly dependent stationary Gaussian process, periodogram-like estimate, strong consistency, asymptotic normality
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