Ivanov, A. V.; Leonenko, N. N.; Orlovskyi, I. V. On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models. (English) Zbl 1436.62429 Stat. Inference Stoch. Process. 23, No. 1, 129-169 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62M15 62J02 60G65 PDFBibTeX XMLCite \textit{A. V. Ivanov} et al., Stat. Inference Stoch. Process. 23, No. 1, 129--169 (2020; Zbl 1436.62429) Full Text: DOI arXiv
Ivanov, Alexander V.; Leonenko, Nikolai; Ruiz-Medina, María D.; Savich, Irina N. Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra. (English) Zbl 1329.60031 Ann. Probab. 41, No. 2, 1088-1114 (2013). MSC: 60F05 60G10 60G15 60G20 62J02 62M15 PDFBibTeX XMLCite \textit{A. V. Ivanov} et al., Ann. Probab. 41, No. 2, 1088--1114 (2013; Zbl 1329.60031) Full Text: DOI arXiv Euclid
Ivanov, O. V.; Savych, I. M. On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise. (English. Russian original) Zbl 1490.62074 Ukr. Math. J. 63, No. 8, 1187-1212 (2012); translation from Ukr. Mat. Zh. 63, No. 8, 1030-1052 (2011). MSC: 62F12 62E20 62J02 PDFBibTeX XMLCite \textit{O. V. Ivanov} and \textit{I. M. Savych}, Ukr. Math. J. 63, No. 8, 1187--1212 (2012; Zbl 1490.62074); translation from Ukr. Mat. Zh. 63, No. 8, 1030--1052 (2011) Full Text: DOI
Ivanov, Alexander V.; Savich, Irina N. Asymptotic properties of Koenker-Bassett estimator in regression model with long-range dependence. (English) Zbl 1315.62057 Commun. Stat., Theory Methods 40, No. 19-20, 3555-3568 (2011). MSC: 62J02 62F12 62M15 PDFBibTeX XMLCite \textit{A. V. Ivanov} and \textit{I. N. Savich}, Commun. Stat., Theory Methods 40, No. 19--20, 3555--3568 (2011; Zbl 1315.62057) Full Text: DOI
Ivanov, A. V.; Leonenko, N. N. Semiparametric analysis of long-range dependence in nonlinear regression. (English) Zbl 1138.62310 J. Stat. Plann. Inference 138, No. 6, 1733-1753 (2008). MSC: 62E20 62J02 62M09 62F10 PDFBibTeX XMLCite \textit{A. V. Ivanov} and \textit{N. N. Leonenko}, J. Stat. Plann. Inference 138, No. 6, 1733--1753 (2008; Zbl 1138.62310) Full Text: DOI