Asymptotic normality of 𝐿_{𝑝}-estimators in nonlinear regression models with weak dependence

Ivanov, O.; Orlovs’kiĭ, I.

doi:10.1090/S0094-9000-09-00780-7

Asymptotic normality of $L_p$-estimators in nonlinear regression models with weak dependence

Authors: O. V. Ivanov and I. V. Orlovs’kiĭ
Translated by: Oleg Klesov
Journal: Theor. Probability and Math. Statist. 79 (2009), 57-72
MSC (2000): Primary 62J02; Secondary 62J99
DOI: https://doi.org/10.1090/S0094-9000-09-00780-7
Published electronically: December 29, 2009
MathSciNet review: 2494535
Full-text PDF Free Access

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Abstract: A theorem on asymptotic normality is proved, and the limit distribution is found for $L_p$-estimators of a vector parameter in a nonlinear regression model with continuous time and weakly dependent random noise.

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