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Nonparametric estimation of the time-varying frequency and amplitude

Author

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  • Katkovnik, Vladimir

Abstract

The local polynomial approximation is used to develop a nonparametric estimator of the time-varying frequency, phase and amplitude of a real-valued harmonic signal in noise. The estimator is shown to be strongly consistent and Gaussian.

Suggested Citation

  • Katkovnik, Vladimir, 1997. "Nonparametric estimation of the time-varying frequency and amplitude," Statistics & Probability Letters, Elsevier, vol. 35(4), pages 307-315, November.
    • Handle: RePEc:eee:stapro:v:35:y:1997:i:4:p:307-315
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    References listed on IDEAS

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    1. Kundu, Debasis, 1993. "Asymptotic theory of least squares estimator of a particular nonlinear regression model," Statistics & Probability Letters, Elsevier, vol. 18(1), pages 13-17, August.
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