Document Zbl 0935.62096

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On a nonstationary model of \(M\)-estimators with discrete time. (English. Ukrainian original) Zbl 0935.62096

Theory Probab. Math. Stat. 57, 61-67 (1998); translation from Teor. Jmovirn. Mat. Stat. 57, 60-66 (1997).

Asymptotic properties of \(M\)-estimates for nonstationary regression models in discrete time are studied. The proved results are applied to the investigation of nonlinear regression models with a priori boundednesses of the unknown parameters.

Reviewer: A.V.Swishchuk (Kyïv)

Cited in 1 Document

MSC:

62M10	Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F12	Asymptotic properties of parametric estimators
62J02	General nonlinear regression
62H12	Estimation in multivariate analysis

Keywords:

M-estimators; nonstationary regression models

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