CONSISTENCY OF M-ESTIMATES IN GENERAL NONLINEAR REGRESSION MODELS

ALEXANDER V. IVANOV AND IGOR V. ORLOVSKY

Theory 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.

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