scientific article; zbMATH DE number 3752068

MaRDI QIDQ3936062zbMATH OpenFDO

Authors A. Ya. Dorogovtsev

Publication date 1982

zbMATH Keywords

stationarityconsistencymaximum likelihoodrate of convergencenonlinear regressionregression modelsnonlinear modelsgeneralized least squaresexistence of momentsGaussian regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited in

(4)

• Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression
• Identification of a nonparametric signal under strongly dependent random noise
• Asymptotic properties of empirical estimates for parameters of Markov sequences
• M-estimates: a review and application for decision-making under uncertainty

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