ASYMPTOTIC PROPERTIES OF M-ESTIMATORS OF PARAMETERS OF A NONLINEAR REGRESSION MODEL WITH A RANDOM NOISE WHOSE SPECTRUM IS SINGULAR

摘要

Time continuous nonlinear regression model with a noise being a nonlinearly transformed Gaussian stationary process with a singular spectrum is considered in the paper. Sufficient conditions for the asymptotic normality of the M-estimator are found for the vector parameter in this model.