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

DOI10.15407/DOPOVIDI2016.09.023zbMATH Open1363.62067OpenAlexW2588003188MaRDI QIDQ5507239FDOQ5507239

Publication date: 16 December 2016

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

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

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scientific article; zbMATH DE number 750679

zbMATH Keywords

covariance function pseudometric nonlinear regression model stationary Gaussian noise probability of large deviations correlogram estimator

Mathematics Subject Classification ID

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

Cited In (1)

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

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