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

• Datum: 2015
• Hauptverfasser: Ivanov, O. V., Prykhod’ko, V. V., Іванов, О. В., Приходько, В. В.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2015
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/2045
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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.