UDC 519.21
1 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine
 bila.galyna@gmail.com
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2 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine
a.k@gmail.com
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ASYMPTOTIC PROPERTIES OF A CLASS OF PERIODIC ESTIMATES
Abstract. In this article, one class of periodogram estimates of unknown parameters of the nonlinear regression model “signal plus noise” is considered.
The asymptotic normality is proved, provided that the regression function is almost periodic, and the noise is a functional
of a strongly dependent Gaussian random process.
Keywords: long-range dependence, Gaussian noise, periodogram estimation, asymptotic normality.
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