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Theory of Stochastic Processes, 2007, Volume 13(29), Issue 1, Pages 86–97 (Mi thsp187)  
Consistency of $M$-estimates in general nonlinear regression models

Alexander V. Ivanov, Igor V. Orlovsky

National technical university of Ukraine, ”KPI”. Peremogi avenue 37, Kiev
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Abstract: Nonlinear regression model with continuous time and weak dependent or long-range dependent stationary noise is considered. Strong consistency sufficient conditions of $M$-estimates of regression parameters are obtained.
Keywords: Consistency, $M$-estimates, nonlinear regression model.
Bibliographic databases:
Document Type: Article
MSC: Primary 62J02; Secondary 62J99
Language: English
Citation: Alexander V. Ivanov, Igor V. Orlovsky, “Consistency of $M$-estimates in general nonlinear regression models”, Theory Stoch. Process., 13(29):1 (2007), 86–97
Citation in format AMSBIB
\Bibitem{IvaOrl07}
\by Alexander~V.~Ivanov, Igor~V.~Orlovsky
\paper Consistency of $M$-estimates in general
nonlinear regression models
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 1
\pages 86--97
\mathnet{http://mi.mathnet.ru/thsp187}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2343813}
\zmath{https://zbmath.org/?q=an:1153.62052}
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