On misspecification in cusp-type change-point models

The problem of parameter estimation by i.i.d. observations of an inhomogeneous Poisson process is considered in situation of misspecification. The model is that of a Poissonian signal observed in presence of a homogeneous Poissonian noise. The intensity function of the process is supposed to have a cusp-type singularity at the change-point (the unknown moment of arrival of the signal), while the supposed (theoretical) and the real (observed) levels of the signal are different. The asymptotic properties of pseudo MLE are described. It is shown that the estimator converges to the value minimizing the Kullback-Leibler divergence, that the normalized error of estimation converges to some limit distribution, and that its polynomial moments also converge

Amplitude Estimate of the Radio Signal with Unknown Duration and Initial Phase

Abstract Quasi-likelihood and maximum likelihood estimate algorithms of the amplitude of a radio signal with free-form envelope and unknown duration and initial phase are synthesized. Characteristics of the synthesized algorithms are found. The comparison of the accuracy of amplitude estimates is carried out. Keywords: radio signal with free-form envelope, estimate of amplitude, unknown duration and phase, amplitude estimate characteristics 5518 A.P. Trifonov et al