Asymptotic normality of M-estimates in the classical nonlinear regression model
Sufficient conditions are obtained for the asymptotic normality of M-estimates of the unknown parameters of nonlinear regression models with discrete time and independent identically distributed errors of observations.
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| Datum: | 2008 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2008
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/3262 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | Sufficient conditions are obtained for the asymptotic normality of M-estimates of the unknown parameters of nonlinear regression models with discrete time and independent identically distributed errors of observations. |
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