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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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Bibliographic Details
Date:	2008
Main Author:	Ivanov, A.V.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2008
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/4536
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Journal Title:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:	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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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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