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

Authors

  • O. V. Ivanov
  • I. V. Orlovs’kyi

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.

Published

25.01.2017

Issue

Section

Research articles