On the Whittle Estimator of the Parameter of Spectral Density of Random Noise in the Nonlinear Regression Model

被引：3

作者：

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

Prykhod'ko, V. V. ^{[1
]}

机构：

[1] Ukrainian Natl Tech Univ, Kyiv Polytech Inst, Kiev, Ukraine

来源：

UKRAINIAN MATHEMATICAL JOURNAL | 2016年 / 67卷 / 08期

关键词：

LONG-RANGE DEPENDENCE; GAUSSIAN TIME-SERIES; STOCHASTIC-PROCESSES; FIELDS;

D O I：

10.1007/s11253-016-1145-1

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider a nonlinear regression model with continuous time and establish the consistency and asymptotic normality of the Whittle minimum contrast estimator for the parameter of spectral density of stationary Gaussian noise.

引用

页码：1183 / 1203

页数：21

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