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Found 123 Documents (Results 1–100)

Consistency of the least squares estimators of parameters in the texture surface sinusoidal model. (English. Ukrainian original) Zbl 1412.62126

Theory Probab. Math. Stat. 97, 73-84 (2018); translation from Teor. Jmovirn. Mat. Stat. 97, 72-82 (2017).
MSC:  62M40 62J02 62F12
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Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum. (English. Ukrainian original) Zbl 1499.62217

Ukr. Math. J. 69, No. 1, 32-61 (2017); translation from Ukr. Mat. Zh. 69, No. 1, 28-51 (2017).
MSC:  62J02 62F12
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On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model. (English. Ukrainian original) Zbl 1490.62167

Ukr. Math. J. 67, No. 8, 1183-1203 (2016); translation from Ukr. Mat. Zh. 67, No. 8, 1050-1067 (2015).
MSC:  62J02 62F12 62M15
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Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model. (English. Ukrainian original) Zbl 1357.62231

Theory Probab. Math. Stat. 93, 51-70 (2016); translation from Teor. Jmovirn. Mat. Stat. 93, 50-66 (2015).
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Asymptotic properties of \(M\)-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular. (English. Ukrainian original) Zbl 1357.62230

Theory Probab. Math. Stat. 93, 33-49 (2016); translation from Teor. Jmovirn. Mat. Stat. 93, 34-49 (2015).
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Asymptotic normality of the correlogram estimator of the covariance function of a random noise in the nonlinear regression model. (English. Ukrainian original) Zbl 1346.60018

Theory Probab. Math. Stat. 91, 61-70 (2015); translation from Teor. Jmovirn. Mat. Stat. 91, 55-63 (2014).
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Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model. (English. Ukrainian original) Zbl 1346.60043

Theory Probab. Math. Stat. 90, 87-101 (2015); translation from Teor. Jmovirn. Mat. Stat. 90, 77–90 (2014).
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Consistency and asymptotic normality of the periodogram estimator of harmonic oscillation parameters. (English) Zbl 1327.62396

Theory Probab. Math. Stat. 89, 33-43 (2014); translation from Teor. Jmovirn. Mat. Stat. 89, 30–39 (2013).
MSC:  62J02 62J99
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Asymptotic expansion of the moments of correlogram estimator for the random-noise covariance function in the nonlinear regression model. (English. Ukrainian original) Zbl 1307.62172

Ukr. Math. J. 66, No. 6, 884-904 (2014); translation from Ukr. Mat. Zh. 66, No. 6, 787-805 (2014).
MSC:  62J02 62J10 60G15
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Limit theorems for extremal residuals in a regression model with heavy tails of observation errors. (English. Ukrainian original) Zbl 1312.60070

Theory Probab. Math. Stat. 88, 99-108 (2014); translation from Teor. Jmovirn. Mat. Stat. 88, 90-97 (2013).
MSC:  60G70 60F99 62J05
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Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors. (Ukrainian. English summary) Zbl 1313.62091

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Limit theorems for the maximal residuals in linear and nonlinear regression models. (English. Ukrainian original) Zbl 1312.60069

Theory Probab. Math. Stat. 86, 79-91 (2013); translation from Teor. Jmovirn. Mat. Stat. 86, 69-80 (2012).
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On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise. (English. Russian original) Zbl 1490.62074

Ukr. Math. J. 63, No. 8, 1187-1212 (2012); translation from Ukr. Mat. Zh. 63, No. 8, 1030-1052 (2011).
MSC:  62F12 62E20 62J02
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Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence. (Ukrainian, English) Zbl 1223.62145

Teor. Jmovirn. Mat. Stat. 80, 55-62 (2009); translation in Theory Probab. Math. Stat. 80, 61-69 (2010).
MSC:  62M09 62J02
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Robust estimators in nonlinear regression models with long-range dependence. (English) Zbl 1192.62041

Pronzato, Luc (ed.) et al., Optimal design and related areas in optimization and statistics. Dedicated to Henry P. Wynn on the occasion of his sixtieth birthday. New York, NY: Springer (ISBN 978-0-387-79935-3/hbk). Springer Optimization and Its Applications 28, 193-221 (2009).
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Asymptotic normality of \(L_p\)-estimators in nonlinear regression models with weak dependence. (Ukrainian, English) Zbl 1223.62110

Teor. Jmovirn. Mat. Stat. 79, 50-64 (2008); translation in Theory Probab. Math. Stat. 79, 57-72 (2009).
MSC:  62J02 62G08 62G20
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Asymptotic normality of Koenker-Basset estimates in nonlinear regression models. (Ukrainian, English) Zbl 1125.62064

Teor. Jmovirn. Mat. Stat. 72, 30-41 (2005); translation in Theory Probab. Math. Stat. 72, 33-45 (2006).
MSC:  62J02 62G08 62G20
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Asymptotic inference for a nonlinear regression with a long-range dependence. (English. Ukrainian original) Zbl 0988.62015

Theory Probab. Math. Stat. 63, 65-85 (2001); translation from Teor. Jmovirn. Mat. Stat. 63, 61-79 (2000).
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On the asymptotic normality of \(l_\alpha\)-estimators of a parameter of a nonlinear regression model. (English. Ukrainian original) Zbl 0947.62041

Theory Probab. Math. Stat. 60, 1-11 (2000); translation from Teor. Jmovirn. Mat. Stat. 60, 1-10 (1999).
MSC:  62J02 62F12 62J99
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Asymptotic expansions in propagation of chaos for Boltzmann type equations. (English. Russian original) Zbl 0968.60078

Transl., Ser. 2, Am. Math. Soc. 193, 63-75 (1999); translation from Tr. St. Peterbg. Mat. Obshch. 5, 93-111 (1998).
MSC:  60J99
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Asymptotic expansions associated with the variance estimator of the normal observation error in nonlinear regression. (English. Russian original) Zbl 0875.62282

Cybern. Syst. Anal. 28, No. 1, 62-71 (1992); translation from Kibern. Sist. Anal. 1992, No. 1, 75-85 (1992).
MSC:  62J02 62J10
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Asymptotic expansion for the distribution of the dispersion of the observation error in a nonlinear regression model. (English. Russian original) Zbl 0737.60024

Ukr. Math. J. 43, No. 5, 648-655 (1991); translation from Ukr. Mat. Zh. 43, No. 5, 697-703 (1991).
Reviewer: A.V.Ivanov (Kiev)
MSC:  60F99 62E17
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Statistical analysis of random fields. Transl. from the Russian by A. I. Kochubinsky. Transl. ed. by S. Kotz. (English) Zbl 0713.62094

Reviewer: E.I.Trofimov
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Asymptotic expansions connected with an estimator of the variance of the observation error for a model of “signal plus noise”. (English. Russian original) Zbl 0632.62089

Theory Probab. Math. Stat. 33, 11-20 (1986); translation from Teor. Veroyatn. Mat. Stat. 33, 11-20 (1985).
MSC:  62M09 62M20 62F12
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Normal approximation of the distribution of the optimum point in the data processing problem by the method of least moduli. (English. Russian original) Zbl 0611.62055

Cybernetics 21, 831-839 (1985); translation from Kibernetika 1985, No. 6, 86-92 (1985).
Reviewer: Bai Zhidong
MSC:  62H12 62E20 62H10
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An asymptotic expansion for the distribution of the least squares estimator of a vector parameter in nonlinear regression. (English. Russian original) Zbl 0468.62015

Sov. Math., Dokl. 23, 118-121 (1981); translation from Dokl. Akad. Nauk SSSR 256, 784-787 (1981).
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