Asymptotic properties of $M$-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum

• Date: 2017
• Main Authors: Ivanov, O. V., Orlovs’kyi, I. V., Іванов, О. В., Орловський, І. В.
• Format: Article
• Language: Ukrainian
• Published: Institute of Mathematics, NAS of Ukraine 2017
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/1674
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

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.