Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model (Q2960457)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model |
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Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model (English)
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9 February 2017
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Ibragimov estimator
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nonlinear regression model
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spectral density
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consistency
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asymptotic normality
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Gaussian stationary noise
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residual periodogram
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