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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2008, том 14(30), выпуск 1, страницы 60–68 (Mi thsp129)

Asymptotic properties of $L_p$-estimators

Alexander V. Ivanov

National Technical University of Ukraine ``KPI'', 37 Peremogy Ave., Kyiv, Ukraine

Аннотация: 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.

Ключевые слова: $L_p$-estimator, regression model.

MSC: Primary 62J02; Secondary 62J99

Язык публикации: английский



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