ASYMPTOTIC PROPERTIES OF $L_P$-ESTIMATORS

ALEXANDER V. IVANOV

Theory of Stochastic Processes Vol. 14 (30), no. 1, 2008, pp. 60–68


Some sufficient conditions for consistency and asymptotic normality of a non-linear regression parameter $L_p$-estimator are presented for a continuous time regression model with Gaussian stationary noise possessing the long-range dependence or weak dependence property.


Full version