CONSISTENCY OF M-ESTIMATES IN GENERAL NONLINEAR REGRESSION MODELS
ALEXANDER V. IVANOV AND IGOR V. ORLOVSKYTheory of Stochastic Processes Vol.13 (29), no.1-2, 2007, pp.86-97
Nonlinear regression model with continuous time and weak dependent or long-range dependent stationary noise is considered. Strong consistency sufficient conditions of M-estimates of regression parameters are obtained.
Full version