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: | Englisch |
| Veröffentlicht: |
Інститут математики НАН України
2008
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| Online Zugang: | https://nasplib.isofts.kiev.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. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862710424692064256 |
|---|---|
| author | Ivanov, A.V. |
| author_facet | Ivanov, A.V. |
| citation_txt | Asymptotic properties of Lp-estimators / A.V. Ivanov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 60–68. — Бібліогр.: 14 назв.— англ. |
| collection | DSpace DC |
| description | 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.
|
| first_indexed | 2025-12-07T17:24:29Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4536 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T17:24:29Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Ivanov, A.V. 2009-11-25T11:03:33Z 2009-11-25T11:03:33Z 2008 Asymptotic properties of Lp-estimators / A.V. Ivanov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 60–68. — Бібліогр.: 14 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4536 519.21 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. en Інститут математики НАН України Asymptotic properties of Lp-estimators Article published earlier |
| spellingShingle | Asymptotic properties of Lp-estimators Ivanov, A.V. |
| title | Asymptotic properties of Lp-estimators |
| title_full | Asymptotic properties of Lp-estimators |
| title_fullStr | Asymptotic properties of Lp-estimators |
| title_full_unstemmed | Asymptotic properties of Lp-estimators |
| title_short | Asymptotic properties of Lp-estimators |
| title_sort | asymptotic properties of lp-estimators |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4536 |
| work_keys_str_mv | AT ivanovav asymptoticpropertiesoflpestimators |