Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis
同步压缩变换的渐近分析：面向非线性时频分析的统计推断
We provide a statistical analysis of a tool in nonlinear-type time-frequency analysis, the synchrosqueezing transform (SST), for both the null and nonnull cases. The intricate nonlinear interaction of different quantities in SST is quantified by carefully analyzing relevant multivariate complex Gaussian random variables. Specifically, we provide the quotient distribution of dependent and improper complex Gaussian random variables. Then a central limit theorem result for SST…