On the Whittle Estimator of the Parameter of Spectral Density of Random Noise in the Nonlinear Regression Model
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.Downloads
Published
25.08.2015
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Section
Research articles
How to Cite
Ivanov, O. V., and V. V. Prykhod’ko. “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, https://umj.imath.kiev.ua/index.php/umj/article/view/2045.