Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular
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Publication:2960455
DOI10.1090/tpms/993zbMath1357.62230MaRDI QIDQ2960455
Igor V. Orlovskyi, Alexander V. Ivanov
Publication date: 9 February 2017
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/993
asymptotic normality; singular spectrum; nonlinear regression models; \(M\)-estimators; asymptotic uniqueness of an estimator
62F12: Asymptotic properties of parametric estimators
62J99: Linear inference, regression
62F35: Robustness and adaptive procedures (parametric inference)
62J02: General nonlinear regression
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