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Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors
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Published/Copyright:
October 19, 2009
Published Online: 2009-10-19
Published in Print: 2002
Walter de Gruyter
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Articles in the same Issue
- Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors
- Estimation problems for random fields from noisy data
- Asymptotic study of measure-valued processes generated by randomly moving particles
- Extended proof of the Statement: Convergence rate of the expected spectral functions of symmetric random matrices Ξn is equal to O (n—1/2) and the method of critical steepest descent
Articles in the same Issue
- Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors
- Estimation problems for random fields from noisy data
- Asymptotic study of measure-valued processes generated by randomly moving particles
- Extended proof of the Statement: Convergence rate of the expected spectral functions of symmetric random matrices Ξn is equal to O (n—1/2) and the method of critical steepest descent
