Asymptotic properties of Lp-estimators
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Asymptotic properties of Lp-estimators
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| Creator |
Ivanov, A.V.
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| Description |
Some sufficient conditions for consistency and asymptotic normality of a non-linear regression parameter Lp-estimator are presented for a continuous time regression model with Gaussian stationary noise possessing the long-range dependence or weak dependence property.
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| Date |
2009-11-25T11:03:33Z
2009-11-25T11:03:33Z 2008 |
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| Type |
Article
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| Identifier |
Asymptotic properties of Lp-estimators / A.V. Ivanov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 60–68. — Бібліогр.: 14 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4536 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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