Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model
Publication:2944734
DOI10.1090/tpms/951zbMath1346.60043OpenAlexW1417623346MaRDI QIDQ2944734
K. K. Moskvichova, Alexander V. Ivanov
Publication date: 8 September 2015
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/951
covariance functionleast squares estimatornonlinear regression modelstationary Gaussian noisestochastic asymptotic expansion
Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)
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