Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model
In a continuous time nonlinear regression model the residual correlogram is considered as an estimator of the stationary Gaussian random noise covariance function. For this estimator the functional central limit theorem is proved in the space of continuous functions. The result obtained shows that t...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2020-12-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/20-VMSTA170 |