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

2 citations · 3 across the 2 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2019★ 2 cited

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

A. V. Ivanov, N. N. Leonenko, I. V. Orlovskyi

A continuous-time nonlinear regression model with Lévy-driven linear noise process is considered. Sufficient conditions of consistency and asymptotic normality of the Whittle estim…