Asymptotic properties of $L_p$-estimators

Alexander V. Ivanov

National Technical University of Ukraine ``KPI'', 37 Peremogy Ave., Kyiv, Ukraine

Abstract: Some sufficient conditions for consistency and asymptotic normality of a non-linear regression parameter $L_p$-estimator are presented for a continuous time regression model with Gaussian stationary noise possessing the long-range dependence or weak dependence property.

Keywords: $L_p$-estimator, regression model.

MSC: Primary 62J02; Secondary 62J99

Language: English

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