2017
Том 69
№ 9

All Issues

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

Ivanov O. V., Prykhod’ko V. V.


Abstract

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.

English version (Springer): Ukrainian Mathematical Journal 67 (2015), no. 8, pp 1183-1203.

Citation Example: Ivanov O. V., Prykhod’ko V. V. On the Whittle Estimator of the Parameter of Spectral Density of Random Noise in the Nonlinear Regression Model // Ukr. Mat. Zh. - 2015. - 67, № 8. - pp. 1050-1067.