Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular

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

zbMATH Keywords

asymptotic normality; singular spectrum; nonlinear regression models; \(M\)-estimators; asymptotic uniqueness of an estimator

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J99: Linear inference, regression

62F35: Robustness and adaptive procedures (parametric inference)

62J02: General nonlinear regression

Related Items

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

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