2017
Том 69
№ 5

All Issues

Asymptotic normality of M-estimates in the classical nonlinear regression model

Ivanov O. V., Orlovs’kyi I. V.

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Abstract

Sufficient conditions are obtained for the asymptotic normality of M-estimates of the unknown parameters of nonlinear regression models with discrete time and independent identically distributed errors of observations.

English version (Springer): Ukrainian Mathematical Journal 60 (2008), no. 11, pp 1716-1739.

Citation Example: Ivanov O. V., Orlovs’kyi I. V. Asymptotic normality of M-estimates in the classical nonlinear regression model // Ukr. Mat. Zh. - 2008. - 60, № 11. - pp. 1470–1488.

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