2017
Том 69
№ 5

All Issues

Asymptotic properties of $M$-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum

Ivanov O. V., Orlovs’kyi I. V.


Abstract

We study a nonlinear regression model with discrete time and observations errors whose spectrum is singular. Sufficient conditions are obtained for the consistency, asymptotic uniqueness and asymptotic normality of the $M$-estimates of the unknown parameters.

Citation Example: Ivanov O. V., Orlovs’kyi I. V. Asymptotic properties of $M$-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum // Ukr. Mat. Zh. - 2017. - 69, № 1. - pp. 28-51.