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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Bibliographic Details
Date:2007
Main Authors: Ivanov, A.V., Orlovsky, I.V.
Format: Article
Language:English
Published: Інститут математики НАН України 2007
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/4479
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this: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.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
id nasplib_isofts_kiev_ua-123456789-4479
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
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
title Consistency of M-estimates in general nonlinear regression models
spellingShingle Consistency of M-estimates in general nonlinear regression models
Ivanov, A.V.
Orlovsky, I.V.
title_short 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_sort consistency of m-estimates in general nonlinear regression models
author Ivanov, A.V.
Orlovsky, I.V.
author_facet Ivanov, A.V.
Orlovsky, I.V.
publishDate 2007
language English
publisher Інститут математики НАН України
format Article
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.
issn 0321-3900
url https://nasplib.isofts.kiev.ua/handle/123456789/4479
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.
work_keys_str_mv AT ivanovav consistencyofmestimatesingeneralnonlinearregressionmodels
AT orlovskyiv consistencyofmestimatesingeneralnonlinearregressionmodels
first_indexed 2025-12-07T16:56:11Z
last_indexed 2025-12-07T16:56:11Z
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