Consistency of $M$-estimates in general nonlinear regression models

Alexander V. Ivanov, Igor V. Orlovsky

National technical university of Ukraine, ”KPI”. Peremogi avenue 37, Kiev

Аннотация: Nonlinear regression model with continuous time and weak dependent or long-range dependent stationary noise is considered. Strong consistency sufficient conditions of $M$-estimates of regression parameters are obtained.

Ключевые слова: Consistency, $M$-estimates, nonlinear regression model.

MSC: Primary 62J02; Secondary 62J99

Язык публикации: английский

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