Asymptotic Expansion of the Moments of Correlogram Estimator for the Random-Noise Covariance Function in the Nonlinear Regression Model
Abstract
We establish asymptotic expansions of the bias, mean-square deviation, and variance for the correlogram estimator of the unknown covariance function of a Gaussian stationary random noise in the nonlinear regression model with continuous time.
English version (Springer): Ukrainian Mathematical Journal 66 (2014), no. 6, pp 884-904.
Citation Example: Ivanov O. V., Moskvychova K. K. Asymptotic Expansion of the Moments of Correlogram Estimator for the Random-Noise Covariance Function in the Nonlinear Regression Model // Ukr. Mat. Zh. - 2014. - 66, № 6. - pp. 787–805.
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