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

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.

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Bibliographic Details
Date:	2015
Main Authors:	Ivanov, O. V., Prykhod’ko, V. V., Іванов, О. В., Приходько, В. В.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2015
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/2045
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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