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

DOI10.1080/03610926.2020.1713369OpenAlexW3003090935MaRDI QIDQ5078903

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Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1713369

zbMATH Keywords

covariance functionpseudometricnonlinear regression modelstationary Gaussian noiseprobability of large deviationscorrelogram estimator

Mathematics Subject Classification ID

Related Items (1)

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

Cites Work

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• An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter

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