Some estimation problems for harmonics in multiplicative and additive noise
Hongwei Li, Qiansheng Cheng · 2002
The large sample properties of the finite Fourier transform for generally complex processes are established under certain mixing conditions. The uniformly convergent rate of the sample cyclic-moments of cyclostationary processes is obtained. For harmonics in multiplicative and additive noise, the statistical properties of the sample cyclic-moments are obtained. As an important consequence, some procedures based on different order cyclic-moments are offered for estimating the harmonics component number and frequencies, and the strong convergence and convergence rates of the estimators are obtained.