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.
Збережено в:
| Дата: | 2008 |
|---|---|
| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2008
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| Онлайн доступ: | 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 |
| Цитувати: | Asymptotic properties of Lp-estimators / A.V. Ivanov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 60–68. — Бібліогр.: 14 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-4536 |
|---|---|
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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 |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Asymptotic properties of Lp-estimators |
| spellingShingle |
Asymptotic properties of Lp-estimators Ivanov, A.V. |
| title_short |
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_sort |
asymptotic properties of lp-estimators |
| author |
Ivanov, A.V. |
| author_facet |
Ivanov, A.V. |
| publishDate |
2008 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/4536 |
| 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. |
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AT ivanovav asymptoticpropertiesoflpestimators |
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2025-12-07T17:24:29Z |
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2025-12-07T17:24:29Z |
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1850871140050796544 |