Abstract

This paper considers the problem of parameter estimation for multi-component harmonics in zeromean multiplicative and additive noise. Least squares estimators (LSEs) based on squared data are proposed to estimate the coherent model parameters and some statistical results of the LSEs are obtained, including the strong consistency, the strong convergence rate and the asymptotic normality. Furthermore, the LSEs-based estimators are proposed to estimate the non-coherent model parameters, the strong consistency and the asymptotic normality are also proved.

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