Asymptotic properties of Lp-estimators
Some sufficient conditions for consistency and asymptotic normality of a non-linear regression parameter Lp-estimator are presented for a continuous time regression model with Gaussian stationary noise possessing the long-range dependence or weak dependence property.
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| Datum: | 2008 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2008
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4536 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Asymptotic properties of Lp-estimators / A.V. Ivanov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 60–68. — Бібліогр.: 14 назв.— англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| Zusammenfassung: | Some sufficient conditions for consistency and asymptotic normality of a non-linear regression parameter Lp-estimator are presented for a continuous time regression model with Gaussian stationary noise possessing the long-range dependence or weak dependence property. |
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