Asymptotic normality of the correlogram estimator of the covarience function of a random noise in the nonlinear regression model

被引：0

作者：

Ivanov, O. V. ^{[1
]}

Moskvichova, K. K. ^{[1
]}

机构：

[1] Natl Tech Univ Ukraine, Dept Math Anal & Probabil Theory, Kiev Polytech Inst, Perem Ave 37, UA-03056 Kiev, Ukraine

来源：

THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2014年 / 91卷

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the paper the asymptotic behavior of the correlogram estimator of covariance function of random noise in nonlinear regression model is investigated. A functional theorem in the space of continuous functions on asymptotic normality of the estimator is proved.

引用

页码：55 / 63

页数：9

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