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Estimation of the Parameters of a Chirp Type Model with Stationary Residuals

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  • K. Perera

Abstract

Let be the observations from a chirp type statistical model , , where is a stationary noise. We consider a method of estimation of parameters, , , , , and , (where is the variance of ’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 and then use them to prove, under certain conditions, the consistency of the estimators.

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  • K. Perera, 2017. "Estimation of the Parameters of a Chirp Type Model with Stationary Residuals," Journal of Probability and Statistics, Hindawi, vol. 2017, pages 1-14, February.
    • Handle: RePEc:hin:jnljps:6219149
    DOI: 10.1155/2017/6219149
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