On uniform strong LLN for weighted Lévy-driven linear process and its application to statistical inference

A. V. Ivanov, V. V. Hladun
Theory of Stochastic Processes
Vol.28 (44), no.2, 2024, pp.6-20
In the article the averaged integral of the Lévy-driven linear process weighted by the complex exponential of a polynomial with real coefficients is considered. It is proved that uniformly over all real coefficients values of this polynomial such an averaged integral tends to zero a.s. It is also shown how the result obtained can be used to prove the LSE strong consistency of the chirp signal parameters.
DOI: https://doi.org/10.3842/tsp-1223692093-07
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