Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model
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Publication:2944734
DOI10.1090/tpms/951zbMath1346.60043MaRDI 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 function; least squares estimator; nonlinear regression model; stationary Gaussian noise; stochastic asymptotic expansion
62G08: Nonparametric regression and quantile regression
60G15: Gaussian processes
60G10: Stationary stochastic processes
60G50: Sums of independent random variables; random walks
60F99: Limit theorems in probability theory
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Cites Work