Перегляд за автором "Ivanov, A.V."

Сортувати за: Порядок: Результатів:

  • Asymptotic properties of Lp-estimators 
    Ivanov, A.V. (2008)
    Some sufficient conditions for consistency and asymptotic normality of a non-linear regression parameter Lp-estimator are presented for a continuous time regression model with Gaussian stationary noise possessing the ...
  • Consistency of M-estimates in general nonlinear regression models 
    Ivanov, A.V.; Orlovsky, I.V. (2007)
    Nonlinear regression model with continuous time and weak dependent or long-range dependent stationary noise is considered. Strong consistency suffient conditions of M-estimates of regression parameters are obtained.
  • Parameter estimators of nonlinear quantile regression 
    Ivanov, A.V.; Orlovsky, I.V. (2005)
    We have obtained the asymptotic normality of parameter estimators of a nonlinear quantile regression with nonsymmetric random noise.