Asymptotic Expansion of the Moments of Correlogram Estimator for the Random-Noise Covariance Function in the Nonlinear Regression Model
We establish asymptotic expansions of the bias, mean-square deviation, and variance for the correlogram estimator of the unknown covariance function of a Gaussian stationary random noise in the nonlinear regression model with continuous time.
Saved in:
| Date: | 2014 |
|---|---|
| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2014
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/2177 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
Institution
Ukrains’kyi Matematychnyi ZhurnalBe the first to leave a comment!