Consistency of M-estimates in general nonlinear regression models
Nonlinear regression model with continuous time and weak dependent or long-range dependent stationary noise is considered. Strong consistency suffient conditions of M-estimates of regression parameters are obtained.
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| Datum: | 2007 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2007
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4479 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Consistency of M-estimates in general nonlinear regression models / A.V. Ivanov, I.V. Orlovsky // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 86-97. — Бібліогр.: 8 назв.— англ. |