Moskvychova K. K.
Asymptotic Expansion of the Moments of Correlogram Estimator for the Random-Noise Covariance Function in the Nonlinear Regression Model
Ukr. Mat. Zh. - 2014. - 66, № 6. - pp. 787–805
We establish asymptotic expansions of the bias, mean-square deviation, and variance for the correlogram estimator of the unknown covariance function of a Gaussian stationary random noise in the nonlinear regression model with continuous time.