Asymptotic properties of $M$-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum
We study a nonlinear regression model with discrete time and observations errors whose spectrum is singular. Sufficient conditions are obtained for the consistency, asymptotic uniqueness and asymptotic normality of the $M$-estimates of the unknown parameters.
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| Datum: | 2017 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Ukrainisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2017
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/1674 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |