Pages that link to "Item:Q1984649"

The following pages link to On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649):

Displaying 7 items.

• On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model (Q1688160) (← links)
• Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033) (← links)
• Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
• Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model (Q2240079) (← links)
• On the Whittle estimators for some classes of continuous-parameter random processes and fields (Q2493798) (← links)
• Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model (Q2960457) (← links)
• Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model (Q5078903) (← links)