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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.21
Knopov P.S., Bila G.D.

PERIODOGRAM ESTIMATES IN THE NONLINEAR REGRESSION MODELS WITH STRONGLY DEPENDENT NOISE

Abstract. We propose a method to identify the parameters of the “signal plus noise” nonlinear regression model. We investigate the periodogram estimates and prove their strong consistency provided that the noise is a functional of a stationary Gaussian process with long-range dependence and the regression function is almost periodic.

Keywords: long-range dependence, periodogram estimate, Gaussian stationary process, strong consistency.



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Кнопов Павел Соломонович,
доктор физ.-мат. наук, чл.-кор. НАН Украины, профессор, заведующий отделом Института кибернетики им. В.М. Глушкова НАН Украины, Киев,
e-mail: knopov1@yahoo.com.

Била Галина Дмитриевна,
аспирантка Института кибернетики им. В.М. Глушкова НАН Украины, Киев,
e-mail: chesakg@mail.ru.

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