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

  • O. V. Ivanov
  • V. V. Prykhod’ko

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.
Published
25.08.2015
How to Cite
IvanovO. V., and Prykhod’koV. V. “On the Whittle Estimator of the Parameter of Spectral Density of Random Noise in the Nonlinear Regression Model”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 67, no. 8, Aug. 2015, pp. 1050-67, http://umj.imath.kiev.ua/index.php/umj/article/view/2045.
Section
Research articles