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Theory of Stochastic Processes, 2008, Volume 14(30), Issue 1, Pages 60–68 (Mi thsp129)  
Asymptotic properties of $L_p$-estimators

Alexander V. Ivanov

National Technical University of Ukraine ``KPI'', 37 Peremogy Ave., Kyiv, Ukraine
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Abstract: Some sufficient conditions for consistency and asymptotic normality of a non-linear regression parameter $L_p$-estimator are presented for a continuous time regression model with Gaussian stationary noise possessing the long-range dependence or weak dependence property.
Keywords: $L_p$-estimator, regression model.
Bibliographic databases:
Document Type: Article
MSC: Primary 62J02; Secondary 62J99
Language: English
Citation: Alexander V. Ivanov, “Asymptotic properties of $L_p$-estimators”, Theory Stoch. Process., 14(30):1 (2008), 60–68
Citation in format AMSBIB
\Bibitem{Iva08}
\by Alexander~V.~Ivanov
\paper Asymptotic properties of $L_p$-estimators
\jour Theory Stoch. Process.
\yr 2008
\vol 14(30)
\issue 1
\pages 60--68
\mathnet{http://mi.mathnet.ru/thsp129}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2479706}
\zmath{https://zbmath.org/?q=an:1196.62114}
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