Large deviations of a correlogram estimator of the random noise covariance function in a nonlinear regression model

DOI10.15407/DOPOVIDI2016.09.023MaRDI QIDQ5507239zbMATH OpenOpenAlexFDO

Authors K. K. Moskvychova

Publication date 16 December 2016

Published in Reports of the National Academy of Sciences of Ukraine (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.15407/dopovidi2016.09.023

zbMATH Keywords

covariance functionpseudometricnonlinear regression modelstationary Gaussian noiseprobability of large deviationscorrelogram estimator

Mathematics Subject Classification ID

General nonlinear regression (62J02) Gaussian processes (60G15) Analysis of variance and covariance (ANOVA) (62J10)

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Cited in

(5)

• Asymptotic expansion of the moments of correlogram estimator for the random-noise covariance function in the nonlinear regression model
• Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
• Asymptotic normality of the correlogram estimator of the covariance function of a random noise in the nonlinear regression model
• Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model
• Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model

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