Abstract
Summary. Let etbe a strict white noise such that t %81¨0. Consider a process t given by h1,h2 are nondecreasing positive functions. Let a realization 1i,…, Xn be given. Denote b1, b2 the solution of the linear program max (д1 +д2) under the conditions It is proved that b1 and b2 are strongly consistent estimators for b1 and b2, respectively