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Statistical Analysis of Parameter Estimation for 2-D Harmonics in Multiplicative and Additive Noise
Authors:Huiming Peng  Jiawen Bian  Diwei Yang  Zhihui Liu
Affiliation:School of Mathematics and Physics, China University of Geosciences, Wuhan, China
Abstract:
This article considers the problem of parameter estimation for two dimensional (2-D) multi-component harmonics in non zero-mean multiplicative and additive noise. The least squares estimators (LSEs) are proposed to estimate the coherent model parameters, and some statistical results of the LSEs are obtained, including strong consistency, strong convergence rate, and asymptotic normality. Furthermore, the LSEs-based estimators are proposed to estimate the noncoherent model parameters, and the strong consistency and the asymptotic normality are also proved. Finally, some numerical experiments are performed to see how the asymptotic results work for finite sample sizes.
Keywords:2-D Harmonic signals  Multiplicative and additive noise  Least squares estimator  Strong consistency  Strong convergence rate  Asymptotic normality
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