On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model

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Publication:1688160


DOI10.1007/s11253-016-1145-1zbMath1490.62167MaRDI QIDQ1688160

V. V. Prykhod'ko, Alexander V. Ivanov

Publication date: 5 January 2018

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-016-1145-1


62F12: Asymptotic properties of parametric estimators

62M15: Inference from stochastic processes and spectral analysis

62J02: General nonlinear regression


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