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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Bibliographic Details
Date:2008
Main Authors: Ivanov, O. V., Orlovs’kyi, I. V., Іванов, О. В., Орловський, І. В.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 2008
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/3262
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal