Consistency of $M$-estimates in general
Teoriâ slučajnyh processov, Tome 13 (2007) no. 1, pp. 86-97

Voir la notice de l'article provenant de la source Math-Net.Ru

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.
@article{THSP_2007_13_1_a8,
     author = {Alexander V. Ivanov and Igor V. Orlovsky},
     title = {Consistency of  $M$-estimates in general},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {86--97},
     publisher = {mathdoc},
     volume = {13},
     number = {1},
     year = {2007},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2007_13_1_a8/}
}
TY  - JOUR
AU  - Alexander V. Ivanov
AU  - Igor V. Orlovsky
TI  - Consistency of  $M$-estimates in general
JO  - Teoriâ slučajnyh processov
PY  - 2007
SP  - 86
EP  - 97
VL  - 13
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/THSP_2007_13_1_a8/
LA  - en
ID  - THSP_2007_13_1_a8
ER  - 
%0 Journal Article
%A Alexander V. Ivanov
%A Igor V. Orlovsky
%T Consistency of  $M$-estimates in general
%J Teoriâ slučajnyh processov
%D 2007
%P 86-97
%V 13
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/THSP_2007_13_1_a8/
%G en
%F THSP_2007_13_1_a8
Alexander V. Ivanov; Igor V. Orlovsky. Consistency of  $M$-estimates in general. Teoriâ slučajnyh processov, Tome 13 (2007) no. 1, pp. 86-97. http://geodesic.mathdoc.fr/item/THSP_2007_13_1_a8/