Cover Image

Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise

Saved in:

Bibliographic Details
Date:	2014
Main Authors:	A. V. Ivanov, I. V. Orlovsky
Format:	Article
Language:	English
Published:	2014
Series:	Theory of Stochastic Processes
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0000728821
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS

Similar Items

Asymptotic normality of linear regression parameter estimator in the case of random regressors
by: A. V. Ivanov, et al.
Published: (2016)

Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors
by: O. V. Ivanov, et al.
Published: (2014)

On the asymptotic distribution of the Koenker?Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise
by: Ivanov, O. V., et al.
Published: (2011)

Parameter estimators of nonlinear quantile regression
by: Ivanov, A.V., et al.
Published: (2005)

Asymptotic Expansion of the Moments of Correlogram Estimator for the Random-Noise Covariance Function in the Nonlinear Regression Model
by: O. V. Ivanov, et al.
Published: (2014)

On the Whittle Estimator of the Parameter of Spectral Density of Random Noise in the Nonlinear Regression Model
by: O. V. Ivanov, et al.
Published: (2015)

Asymptotic Expansion of the Moments of Correlogram Estimator for the Random-Noise Covariance Function in the Nonlinear Regression Model
by: Ivanov, O. V., et al.
Published: (2014)

On the Whittle Estimator of the Parameter of Spectral Density of Random Noise in the Nonlinear Regression Model
by: Ivanov, O. V., et al.
Published: (2015)

Consistency of M-estimates in general nonlinear regression models
by: Ivanov, A.V., et al.
Published: (2007)

Asymptotic properties of M-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum
by: O. V. Ivanov, et al.
Published: (2017)

Asymptotic properties of $M$-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum
by: Ivanov, O. V., et al.
Published: (2017)

Asymptotic normality of a projective estimator of an infinite-dimensional parameter of nonlinear regression
by: Kukush, A. G., et al.
Published: (1993)

Asymptotic normality of M-estimates in the classical nonlinear regression model
by: Ivanov, O. V., et al.
Published: (2008)

Estimation in an implicit multivariate measurement error model with clustering in the regressor
by: Polekha, M.
Published: (2008)

Equality of MNC and Aitken Estimations of Linear Regression Model Paper in the Case of Heteroscedastic Deviations
by: Савкіна, Марта Юріївна
Published: (2019)

Equality of MNC and Aitken Estimations of Linear Regression Model Paper in the Case of Heteroscedastic Deviations
by: Yu. Savkina
Published: (2019)

Asymptotically optimal estimator of the parameter of semi-linear autoregression
by: Ivanenko, D.
Published: (2007)

Ellipsoid Method for Linear Regression Parameters Determination
by: V. O. Stovba
Published: (2020)

Density-dependent analytical equations of radiation shielding parameters for super alloys by linear regression analysis
by: M. Aygun, et al.
Published: (2023)

The arctangent regression and the estimation of parameters of the Cauchy distribution
by: I. H. Krykun
Published: (2020)

Estimates of regression parameters of random fields. II.
by: Leonenko , N. N., et al.
Published: (1992)

Estimates of parameters of random field regressions. I
by: Leonenko , N. N., et al.
Published: (1992)

Description of the method for constructing linear models based on the analysis of the pair correlations and ranking of regressors
by: H. A. Pidnebesna
Published: (2018)

Minimax root–mean–square estimates of matrix parameters in linear regression problems under uncertainty
by: A. G. Nakonechnyj, et al.
Published: (2021)

Large deviations of a correlogram estimator of the random noise covariance function in a nonlinear regression model
by: K. K. Moskvychova
Published: (2016)

Guaranteed estimation of linear algebraic equations parameters in case of nonstationary observation
by: A. G. Nakonechnyj, et al.
Published: (2014)

Asymptotic properties of Lp-estimators
by: Ivanov, A.V.
Published: (2008)

Long-range order in quantum lattice systems of linear oscillators
by: Skrypnik, W.I.
Published: (2006)

Long-range order in quantum lattice systems of linear oscillators
by: Skrypnik, W. I., et al.
Published: (2006)

Non-linear filtering of pulse signals in case of high intensity noise
by: Kharchenko, O.I., et al.
Published: (2017)

Average quadratic error of the estimate of the first order splines in the model of linear regression
by: Petunina , M. Yu., et al.
Published: (1991)

Long-range order in Gibbs lattice classical linear oscillator systems
by: Skrypnik, W. I., et al.
Published: (2006)

Gaussian and non-Gaussian limit distributions of estimates of the regression coefficients of a long-memory time series
by: Leonenko, N. N., et al.
Published: (1999)

Estimation of Electric Machines and Their Series Using Parameter Functional Dependences on the Generalized Linear Size
by: M. V. Zagirnjak, et al.
Published: (2013)

Correction of nonlinear orthogonal regression estimator
by: Fazekas, I., et al.
Published: (2004)

Correction of nonlinear orthogonal regression estimator
by: Fazekas, L., et al.
Published: (2004)

Corrected T(q)-Likelihood Estimator in a Generalized Linear Structural Regression Model with Measurement Errors
by: A. V. Savchenko
Published: (2014)

Corrected $T(q)$-Likelihood Estimator in a Generalized Linear Structural Regression Model with Measurement Errors
by: Savchenko, A. V., et al.
Published: (2014)

Method of noise-robust estimation of parameters of autoregressive model in frequency domain
by: V. K. Zadiraka, et al.
Published: (2021)

Local trajectory parameters estimation and detection of moving targets in Rayleigh noise
by: Prokopenko, I.G., et al.
Published: (2014)