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Publications in Math-Net.Ru |
Citations |
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2016 |
| 1. |
A. V. Ivanov, I. V. Orlovsky, “Asymptotic normality of linear regression parameter estimator in the case of random regressors”, Theory Stoch. Process., 21(37):1 (2016), 17–30    |
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2014 |
| 2. |
A. V. Ivanov, I. V. Orlovsky, “Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise”, Theory Stoch. Process., 19(35):1 (2014), 1–10 |
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2007 |
| 3. |
Alexander V. Ivanov, Igor V. Orlovsky, “Consistency of $M$-estimates in general
nonlinear regression models”, Theory Stoch. Process., 13(29):1 (2007), 86–97 |
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2005 |
| 4. |
A. V. Ivanov, I. V. Orlovsky, “Parameter estimators of
nonlinear quantile regression”, Theory Stoch. Process., 11(27):3 (2005), 82–91 |
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