Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
Asymptotic expansion of the moments of correlogram estimator for the random-noise covariance function in the nonlinear regression model
On the measurability and consistency of minimum contrast estimates
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
Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model
The estimation of frequency
On Asymptotically Efficient Estimates of Regression Coefficients under Spectral Density of Noise Degeneration
On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density
Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model
On the estimation of a harmonic component in a time series with stationary dependent residuals
Estimation of harmonic component in regression with cyclically dependent errors
Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence
The simultaneous estimation of a time series harmonic components and covariance structure
On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance

This page was built for publication: Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model