Consistency of M-estimates in general nonlinear regression models

• 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
• 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.

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.