Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors
DOI10.1515/ROSE.2002.10.3.201zbMATH Open1010.62022OpenAlexW2000044511MaRDI QIDQ4780939FDOQ4780939
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
Recommendations
- Robust estimators in nonlinear regression models with long-range dependence
- Asymptotics of \(M\)-estimators in non-linear regression with long memory designs.
- scientific article; zbMATH DE number 2169740
- M-estimators in linear models with long range dependent errors
- scientific article; zbMATH DE number 1738344
Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cited In (17)
- Multivariate Non-Linear Regression with Applications
- 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
- Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
- Title not available (Why is that?)
- M-estimators in linear models with long range dependent errors
- Robust estimators in nonlinear regression models with long-range dependence
- \(M\)-estimation in nonlinear regression for longitudinal data
- M-estimates for stationary and scaled residuals
- ON M‐Estimation Under Long‐Range Dependence in Volatility
- Asymptotic properties of one class of periodic estimates
- Asymptotics of \(M\)-estimators in non-linear regression with long memory designs.
- Title not available (Why is that?)
- Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions
- On location estimation for LARCH processes
- Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence
- Semiparametric analysis of long-range dependence in nonlinear regression
This page was built for publication: Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4780939)
