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Author ID: orlovsky.igor-v Recent zbMATH articles by "Orlovsky, Igor V."
Published as: Orlovsky, I. V.; Orlovs’kyĭ, I. V.; Orlovs’kyj, I. V.; Orlovsky, Igor V.; Orlovskyi, I. V.; Orlovskyi, Igor V.; Orlovs’kyi, I. V.
External Links: ORCID
Documents Indexed: 17 Publications since 2001, including 1 Additional arXiv Preprint
Co-Authors: 6 Co-Authors with 16 Joint Publications
201 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 18 times in 12 Documents Cited by Year
\(L_p\)-estimates in nonlinear regression with long-range dependence. Zbl 1063.62094
Ivanov, A. V.; Orlovsky, I. V.
5
2001
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise. Zbl 1391.60100
Ivanov, Alexander V.; Orlovskyi, Igor V.
3
2018
M-estimates in nonlinear regression with weak dependence. Zbl 1077.62523
Orlovsky, Igor V.
2
2003
Consistency of M-estimates in general nonlinear regression models. Zbl 1153.62052
Ivanov, Alexander V.; Orlovsky, Igor V.
2
2007
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models. Zbl 1436.62429
Ivanov, A. V.; Leonenko, N. N.; Orlovskyi, I. V.
2
2020
Asymptotic normality of M-estimates in the classical nonlinear regression model. Zbl 1196.62026
Ivanov, O. V.; Orlovs’kyj, I. V.
1
2008
Asymptotic normality of Koenker-Basset estimates in nonlinear regression models. Zbl 1125.62064
Ivanov, O. V.; Orlovs’kyj, I. V.
1
2005
Asymptotic normality of \(L_p\)-estimators in nonlinear regression models with weak dependence. Zbl 1223.62110
Ivanov, O. V.; Orlovs’kyj, I. V.
1
2008
Asymptotic properties of \(M\)-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular. Zbl 1357.62230
Ivanov, A. V.; Orlovskyi, I. V.
1
2016
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models. Zbl 1436.62429
Ivanov, A. V.; Leonenko, N. N.; Orlovskyi, I. V.
2
2020
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise. Zbl 1391.60100
Ivanov, Alexander V.; Orlovskyi, Igor V.
3
2018
Asymptotic properties of \(M\)-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular. Zbl 1357.62230
Ivanov, A. V.; Orlovskyi, I. V.
1
2016
Asymptotic normality of M-estimates in the classical nonlinear regression model. Zbl 1196.62026
Ivanov, O. V.; Orlovs’kyj, I. V.
1
2008
Asymptotic normality of \(L_p\)-estimators in nonlinear regression models with weak dependence. Zbl 1223.62110
Ivanov, O. V.; Orlovs’kyj, I. V.
1
2008
Consistency of M-estimates in general nonlinear regression models. Zbl 1153.62052
Ivanov, Alexander V.; Orlovsky, Igor V.
2
2007
Asymptotic normality of Koenker-Basset estimates in nonlinear regression models. Zbl 1125.62064
Ivanov, O. V.; Orlovs’kyj, I. V.
1
2005
M-estimates in nonlinear regression with weak dependence. Zbl 1077.62523
Orlovsky, Igor V.
2
2003
\(L_p\)-estimates in nonlinear regression with long-range dependence. Zbl 1063.62094
Ivanov, A. V.; Orlovsky, I. V.
5
2001

Citations by Year