Asymptotic Expansion of the Moments of Correlogram Estimator for the Random-Noise Covariance Function in the Nonlinear Regression Model

Author:

Ivanov O. V.,Moskvychova K. K.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Reference11 articles.

1. O. V. Ivanov and K. K. Moskvychova, “Stochastic asymptotic expansion of the correlogram estimator for the covariance function of random noise in the ‘signal-noise’ model,” in: Abstr. of the Third Mathematical Interuniversity Sci. Conf. of Young Scientists in Mathematics and Physics (Kyiv, April 25–27, 2013), Kyiv (2013), pp. 42–43.

2. A.V. Ivanov and N. N. Leonenko, Statistical Analysis of Random Fields, Kluwer, Dordrecht (1989).

3. N. N. Leonenko, Limit Theorems for Random Fields with Singular Spectrum, Kluwer, Dordrecht (1999).

4. A.V. Ivanov and N. N. Leonenko, “Robust estimators in nonlinear regression models with long-range dependence,” in: Optimal Design and Related Areas in Optimization and Statistics, Springer, Optimization and Its Applications, 28 (2009), pp. 193–221.

5. O. V. Ivanov and I. M. Savych, “On the asymptotic distribution of the Koenker–Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise,” Ukr. Mat. Zh., 63, No. 8, 1030–1050 (2011); English translation: Ukr. Math. J., 63, No. 8, 1187–1213 (2012).

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