Geodesic
ON ESTIMATION OF A COVARIANCE FUNCTION OF STATIONARY ERRORS IN A NONLINEAR REGRESSION MODEL
Acta mathematica Universitatis Comenianae, Tome 63 (1994) no. 1 
F. Stulajter. ON ESTIMATION OF A COVARIANCE FUNCTION OF STATIONARY ERRORS IN A NONLINEAR REGRESSION MODEL. Acta mathematica Universitatis Comenianae, Tome 63 (1994) no. 1. http://geodesic.mathdoc.fr/item/AMUC_1994_63_1_a5/
@article{AMUC_1994_63_1_a5,
     author = {F. Stulajter},
     title = {ON {ESTIMATION} {OF} {A} {COVARIANCE} {FUNCTION} {OF} {STATIONARY} {ERRORS} {IN} {A} {NONLINEAR} {REGRESSION} {MODEL}},
     journal = {Acta mathematica Universitatis Comenianae},
     year = {1994},
     volume = {63},
     number = {1},
     url = {http://geodesic.mathdoc.fr/item/AMUC_1994_63_1_a5/}
}
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Voir la notice de l'article provenant de la source Comenius University

A nonlinear regression model with correlated, normally distributed stationary errors is investigated. Limit properties of an approximate estimator of an unknown covariance function of stationary errors are studied and sufficient conditions under which this estimator is consistent are shown.