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

被引：0

作者：

O. V. Ivanov

V. V. Prykhod’ko

机构：

[1] “Kyiv Polytechnic Institute” Ukrainian National Technical University,

来源：

Ukrainian Mathematical Journal | 2016年 / 67卷

关键词：

Spectral Density; Random Noise; Asymptotic Normality; Nonlinear Regression Model; Stationary Gaussian Process;

D O I：

暂无

中图分类号：

学科分类号：

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：20

共 50 条

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