We study nonlinear regression models with discrete time and errors of observations whose spectrum is singular. Sufficient conditions are established for the consistency, asymptotic uniqueness, and asymptotic normality of the M-estimates of unknown parameters.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 69, No. 1, pp. 28–51, January, 2017.
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Ivanov, O.V., Orlovs’kyi, I.V. Asymptotic Properties of the M-Estimates of Parameters in a Nonlinear Regression Model with Discrete Time and Singular Spectrum. Ukr Math J 69, 32–61 (2017). https://doi.org/10.1007/s11253-017-1346-2
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DOI: https://doi.org/10.1007/s11253-017-1346-2