The following pages link to Igor V. Orlovskyi (Q1645195):
Displayed 17 items.
- Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise (Q1645196) (← links)
- (Q1729564) (redirect page) (← links)
- Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum (Q1729565) (← links)
- (Q1984648) (redirect page) (← links)
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
- Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors (Q2877155) (← links)
- (Q2933263) (← links)
- Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular (Q2960455) (← links)
- (Q3411263) (← links)
- (Q4677124) (← links)
- (Q4677197) (← links)
- Asymptotic normality of M-estimates in the classical nonlinear regression model (Q5325361) (← links)
- Asymptotic normality of $L_p$-estimators in nonlinear regression models with weak dependence (Q5391392) (← links)
- (Q5430655) (← links)
- (Q5430710) (← links)
- (Q5507212) (← links)
- Detection of hidden periodicities in models with discrete time and long range dependent random noise (Q6056342) (← links)