动态系统回归参数与刻度参数的同时M估计

Simultaneous M Estimation of Regression and Scale Parameters in Dynamic System

本文定义了动态系统回归参数与刻度参数的同时M估计,并在一组正则条件下,证明了估计的相容性与渐近正态性。

We introduce a simultaneous M-estimator of the regression and scale parameters for dynamic system. Under some conditions the consistency and asymptotic normality of the estimator are proved.