scientific article; zbMATH DE number 2169682

zbMATH Open1063.62094MaRDI QIDQ4677124FDOQ4677124

Authors: I. V. Orlovs'kyĭ, O. V. Ivanov 

Publication date: 20 May 2005

Title of this publication is not available (Why is that?)

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zbMATH Keywords

long-range dependence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (14)

• Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum
• Asymptotic properties of \(M\)-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular
• Estimation theory in partly linear regression models under long range dependence.
• Identification of a nonparametric signal under strongly dependent random noise
• Robust estimators in nonlinear regression models with long-range dependence
• Periodogram estimates in nonlinear regression models with long-range dependent noise
• Asymptotic normality of \(L_p\)-estimators in nonlinear regression models with weak dependence
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• Consistency of quantile estimators in regression models with long-range dependent noise
• Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence
• Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions
• Estimation of the dependence parameter in linear regression with long-range-dependent errors
• Semiparametric analysis of long-range dependence in nonlinear regression
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