scientific article; zbMATH DE number 1409890

MaRDI QIDQ4940307zbMATH OpenFDO

Authors Pavel S. Knopov

Publication date 2 March 2000

zbMATH Keywords

M-estimatorsnonstationary regression models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

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Cited in

(7)

• Asymptotic properties of \(M\)-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular
• ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
• \(M\)-estimation in nonlinear regression for longitudinal data
• Boundedness of M-estimators for linear regression in time series
• M-estimates for stationary and scaled residuals
• On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations
• scientific article; zbMATH DE number 2169740 (Why is no real title available?)

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