Summary. Let _etbe a strict white noise such that _t ¨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