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.
Збережено в:
| Дата: | 2007 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
Інститут математики НАН України
2007
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| Онлайн доступ: | https://nasplib.isofts.kiev.ua/handle/123456789/4479 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862705820491317248 |
|---|---|
| author | Ivanov, A.V. Orlovsky, I.V. |
| author_facet | Ivanov, A.V. Orlovsky, I.V. |
| citation_txt | 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. |
| collection | DSpace DC |
| description | 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.
|
| first_indexed | 2025-12-07T16:56:11Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4479 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T16:56:11Z |
| publishDate | 2007 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Ivanov, A.V. Orlovsky, I.V. 2009-11-19T10:12:36Z 2009-11-19T10:12:36Z 2007 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. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4479 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. en Інститут математики НАН України Consistency of M-estimates in general nonlinear regression models Article published earlier |
| spellingShingle | Consistency of M-estimates in general nonlinear regression models Ivanov, A.V. Orlovsky, I.V. |
| title | Consistency of M-estimates in general nonlinear regression models |
| title_full | Consistency of M-estimates in general nonlinear regression models |
| title_fullStr | Consistency of M-estimates in general nonlinear regression models |
| title_full_unstemmed | Consistency of M-estimates in general nonlinear regression models |
| title_short | Consistency of M-estimates in general nonlinear regression models |
| title_sort | consistency of m-estimates in general nonlinear regression models |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4479 |
| work_keys_str_mv | AT ivanovav consistencyofmestimatesingeneralnonlinearregressionmodels AT orlovskyiv consistencyofmestimatesingeneralnonlinearregressionmodels |