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
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.
Ukr. Mat. Zh. - 2008. - 60, № 11. - pp. 1470–1488
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.