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

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Ukrainian Mathematical Journal Aims and scope

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.

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Authors and Affiliations

  1. “Kyiv Polytechnic Institute” Ukrainian National Technical University, Kyiv, Ukraine

    O. V. Ivanov & I. V. Orlovs’kyi

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  1. O. V. Ivanov
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  2. I. V. Orlovs’kyi
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 11, pp. 1470–1488, November, 2008.

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Ivanov, O.V., Orlovs’kyi, I.V. Asymptotic normality of M-estimates in the classical nonlinear regression model. Ukr Math J 60, 1716–1739 (2008). https://doi.org/10.1007/s11253-009-0165-5

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  • DOI: https://doi.org/10.1007/s11253-009-0165-5

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