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

Authors

  • 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

Issue

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.