Asymptotic expansion of the moments of correlogram estimator for the random-noise covariance function in the nonlinear regression model
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Publication:2260854
DOI10.1007/s11253-014-0979-7zbMath1307.62172MaRDI QIDQ2260854
K. K. Moskvychova, Alexander V. Ivanov
Publication date: 12 March 2015
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11253-014-0979-7
60G15: Gaussian processes
62J02: General nonlinear regression
62J10: Analysis of variance and covariance (ANOVA)
Related Items
Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model, Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model, Asymptotic normality of the correlogram estimator of the covariance function of a random noise in the nonlinear regression model, 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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- Estimation of harmonic component in regression with cyclically dependent errors