Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum

DOI10.1007/s11253-017-1346-2zbMath1499.62217OpenAlexW2741308094MaRDI QIDQ1729565

Alexander V. Ivanov, Igor V. Orlovskyi

Publication date: 27 February 2019

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-017-1346-2

zbMATH Keywords

consistencyasymptotic normalitydiscrete timenonlinear regression modelserrors of observationsasymptotic uniqueness

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

Cites Work

• Asymptotic normality of regression estimators with long memory errors
• M-estimators in linear models with long range dependent errors
• Regression quantiles and related processes under long range dependent errors
• Asymptotic expansion of \(M\)-estimators with long-memory errors
• Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
• On the measurability and consistency of minimum contrast estimates
• Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular
• Robust Estimators in Non-linear Regression Models with Long-Range Dependence
• REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
• Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
• Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors
• Estimation of harmonic component in regression with cyclically dependent errors
• Asymptotic Properties of Non-Linear Least Squares Estimators
• On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
• Second-order behavior of M-estimators in linear regression with long-memory errors
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