Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model

Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model

“…For the stationary noise it can be estimation of the noise spectral density or covariance function. Asymptotic properties of the Whittle and Ibragimov estimators of spectral density parameters in the continuous time nonlinear regression model were considered in Ivanov and Prykhod'ko [16,15], Ivanov et al [17]. Exponential bounds for the probabilities of large deviations of the stationary Gaussian noise covariance function in the similar regression model are obtained in Ivanov et al [11].…”