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ON ASYMPTOTIC PROPERTIES OF A TWO DIMENSIONAL FREQUENCY ESTIMATOR
Abstract:Estimating parameters of a two dimensional frequency model is an important problem in statistical signal processing. In this paper, we consider the two-dimensional frequency model in presence of an additive stationary noise. We consider two different estimators and obtain their asymptotic properties. The asymptotic properties can be used to construct confidence intervals of the unknown parameters and for testing purposes also. The small sample performances of these estimators are observed using numerical simulations.
Keywords:Two dimensional frequency model  Strong consistency  Asymptotic normality  Least squares estimators  Periodogram functions
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