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Theory of Probability and Mathematical Statistics
(Teoriya Imovirnostei ta Matematychna Statystyka)



Asymptotic properties of periodogram parameter estimators for a trigonometric observation model on the plane

A. V. Ivanov, O. V. Lymar

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Abstract: The simplest sinusoidal model of symmetric texture surface is considered, which is observed on the background of homogeneous and isotropic Gaussian, in particular, strongly dependent random field on the plane. Strong consistency and asymptotic normality of periodogram amplitude and angular frequencies estimators of the specified trigonometric regression model are proved.

Keywords:

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