On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models

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On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models

机译：在连续时间非线性回归模型中线性随机噪声谱密度参数的临时估算器

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A continuous-time nonlinear regression model with Lévy-driven linear noise process is considered. Sufficient conditions of consistency and asymptotic normality of the Whittle estimator for the parameter of spectral density of the noise are obtained in the paper.

机译：考虑了具有Lévy驱动的线性噪声过程的连续时间非线性回归模型。在纸上获得了用于噪声光谱密度参数的频率估计器的充分稠度和渐近常态条件。

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《Statistical inference for stochastic processes: an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems》 |2020年第1期|共41页
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正文语种 eng
中图分类概率论与数理统计;
关键词
Nonlinear regression model; Lévy-driven linear noise process; The least squares estimator; Spectral density; Whittle estimator; Consistency; Asymptotic normality; Levitan polynomials;

机译：非线性回归模型;Lévy驱动的线性噪声过程;最小二乘估计器;光谱密度;削弱估计器;一致性;渐近常态;Levitan多项式;

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专利

1. On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models [J] . Statistical inference for stochastic processes: an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems . 2020,第1期

机译：在连续时间非线性回归模型中线性随机噪声谱密度参数的临时估算器
2. On the Whittle Estimator of the Parameter of Spectral Density of Random Noise in the Nonlinear Regression Model [J] . Ivanov O. V., Prykhodko V. V. Ukrainian mathematical journal . 2016,第8期

机译：非线性回归模型中随机噪声频谱密度参数的Whittle估计
3. ASYMPTOTIC PROPERTIES OF IBRAGIMOV'S ESTIMATOR FOR A PARAMETER OF THE SPECTRAL DENSITY OF THE RANDOM NOISE IN A NONLINEAR REGRESSION MODEL [J] . A. V. IVANOV, V. V. PRIKHODKO Theory of probability and mathematical statistics . 2016,第93期

机译：非线性回归模型中随机噪声谱密度参数的Ibragimov估计的渐近性质
4. A Technique for Estimator Densities applied to Exponential Regression, Nonlinear Regression models and Biochemical Titration Curves [C] . Peter Hingley World Congress on Engineering . 2008

机译：应用于指数回归，非线性回归模型和生物化学滴定曲线的估计密度技术
5. Regression quantiles and trimmed least squares estimators for structural equations and nonlinear regression models [D] . Chen, Lin-an. 1988

机译：结构方程和非线性回归模型的回归分位数和修剪的最小二乘估计
6. Two-Parameter Modified Ridge-Type M-Estimator for Linear Regression Model [O] . Adewale F. Lukman, Kayode Ayinde, B. M. Golam Kibria, 2020

机译：线性回归模型的两参数修正脊型M估计器
7. Large deviations of a correlogram estimator of the random noise covariance function in a nonlinear regression model [O] . K.K. Moskvychova 2016

机译：非线性回归模型中随机噪声协方差函数的相关性估计器的大偏差
8. Posterior and Predictive Densities for Nonlinear Regression: A Partly Linear Model Case [R] . Osiewalski, J. 1988

机译：非线性回归的后验和预测密度：一个部分线性模型案例

On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models

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