Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors

DOI10.1515/ROSE.2002.10.3.201MaRDI QIDQ4780939zbMATH OpenOpenAlexFDO

Authors O. V. Ivanov, Nikolai N. Leonenko

Publication date 21 November 2002

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.2002.10.3.201

zbMATH Keywords

long-range dependencenonlinear regressionM-estimatorsasymptotic inference

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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(17)

• Multivariate Non-Linear Regression with Applications
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