Том 71
№ 11

All Issues

Prykhod’ko V. V.

Articles: 1
Article (Ukrainian)

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   |   Full text (.pdf)

Ukr. Mat. Zh. - 2015. - 67, № 8. - pp. 1050-1067

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.