Large deviations of a correlogram estimator of the random noise covariance function in a nonlinear regression model
Saved in:
| Date: | 2016 |
|---|---|
| Main Author: | K. K. Moskvychova |
| Format: | Article |
| Language: | English |
| Published: |
2016
|
| Series: | Reports of the National Academy of Sciences of Ukraine |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000817602 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNASSimilar Items
-
Asymptotic Expansion of the Moments of Correlogram Estimator for the Random-Noise Covariance Function in the Nonlinear Regression Model
by: O. V. Ivanov, et al.
Published: (2014) -
On the Whittle Estimator of the Parameter of Spectral Density of Random Noise in the Nonlinear Regression Model
by: O. V. Ivanov, et al.
Published: (2015) -
Properties of large deviations of empirical estimates in a stochastic optimization problem for a homogeneous random field
by: P. S. Knopov, et al.
Published: (2020) -
Large deviation principle for processes with Poisson noise term
by: A. Logachov
Published: (2012) -
On large deviations of empirical estimates in a stochastic programming problem for a homogeneous random field with a discrete parameter
by: P. S. Knopov, et al.
Published: (2021)