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Statistica Sinica 20 (2010), 733-746





ESTIMATING THE PARAMETERS OF

BURST-TYPE SIGNALS


Swagata Nandi and Debasis Kundu


Indian Statistical Institute, New Delhi and Indian Institute of Technology, Kanpur


Abstract: In this paper, we study a model that exhibits burst-type features such as ECG signals. The model was proposed by Sharma and Sircar (2001) and is a generalization of the fixed amplitude sinusoidal model. The least square method is used to estimate the unknown parameters and we show that the least squares estimators are strongly consistent and asymptotically normal. Some numerical results based on simulations are reported for illustrative purposes.



Key words and phrases: Amplitude modulated model, asymptotic distributions, burst-type signals, least squares estimators.

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