Consistency of M-estimates in general nonlinear regression models
Vernadsky National Library of Ukraine
Переглянути архів ІнформаціяПоле | Співвідношення | |
Title |
Consistency of M-estimates in general nonlinear regression models
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Creator |
Ivanov, A.V.
Orlovsky, I.V. |
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Description |
Nonlinear regression model with continuous time and weak dependent or long-range dependent stationary noise is considered. Strong consistency suffient conditions of M-estimates of regression parameters are obtained.
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Date |
2009-11-19T10:12:36Z
2009-11-19T10:12:36Z 2007 |
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Type |
Article
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Identifier |
Consistency of M-estimates in general nonlinear regression models / A.V. Ivanov, I.V. Orlovsky // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 86-97. — Бібліогр.: 8 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4479 |
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Language |
en
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Publisher |
Інститут математики НАН України
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