Asymptotic properties of Lp-estimators

dc.contributor.author	Ivanov, A.V.
dc.date.accessioned	2009-11-25T11:03:33Z
dc.date.available	2009-11-25T11:03:33Z
dc.date.issued	2008
dc.identifier.citation	Asymptotic properties of Lp-estimators / A.V. Ivanov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 60–68. — Бібліогр.: 14 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4536
dc.description.abstract	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 long-range dependence or weak dependence property.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Asymptotic properties of Lp-estimators	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21