ASYMPTOTIC PROPERTIES OF $L_P$-ESTIMATORS
ALEXANDER V. IVANOVTheory 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.
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