scientific article; zbMATH DE number 2169682

MaRDI QIDQ4677124zbMATH OpenFDO

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

Publication date 20 May 2005

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)

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• Robust estimators in nonlinear regression models with long-range dependence
• Periodogram estimates in nonlinear regression models with long-range dependent noise
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