TY - JOUR AU - O. V. Ivanov AU - V. V. Prykhod’ko PY - 2015/08/25 Y2 - 2024/03/29 TI - On the Whittle Estimator of the Parameter of Spectral Density of Random Noise in the Nonlinear Regression Model JF - Ukrains’kyi Matematychnyi Zhurnal JA - Ukr. Mat. Zhurn. VL - 67 IS - 8 SE - Research articles DO - UR - https://umj.imath.kiev.ua/index.php/umj/article/view/2045 AB - 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. ER -