Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model

Ivanov, A.; Prikhod’ko, V.

doi:10.1090/tpms/1003

Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model

Authors: A. V. Ivanov and V. V. Prikhod’ko
Translated by: S. Kvasko
Journal: Theor. Probability and Math. Statist. 93 (2016), 51-70
MSC (2010): Primary 60G50, 65B10, 60G15; Secondary 40A05
DOI: https://doi.org/10.1090/tpms/1003
Published electronically: February 7, 2017
MathSciNet review: 3553439
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Abstract | References | Similar Articles | Additional Information

Abstract: A nonlinear regression model with continuous time is considered. The consistency and asymptotic normality of the Ibragimov estimator for a parameter of the spectral density of the Gaussian stationary noise are obtained.

References

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