Construction of identifying and real M-estimators in general statistical model with filtration

Article Sidebar

Main Article Content

T. Toronjadze
Georgian American University

Abstract

General statistical model with filtration is considered. Identifying and real M-estimators are constructed. Namely, consistent, linear, asymptotically normal estimators are founded, which are basic class of estimators in robust statistics.

pdf
Keywords:
general statistical model with filtration, M-estimators, robust statistics
Published: Dec 27, 2022
DOI: https://doi.org/10.48614/bara.7.2022.6042

Article Details

How to Cite
Toronjadze, T. . (2022). Construction of identifying and real M-estimators in general statistical model with filtration. Business Administration Research Papers, 7. https://doi.org/10.48614/bara.7.2022.6042
Issue
Vol. 7 (2022): Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences VII
Section
Conference Materials
PKPApplication::getCCLicenseBadge(https://creativecommons.org/licenses/by-nc/4.0)
Author Biography

T. Toronjadze, Georgian American University

Georgian American University, Business School, 10 Merab Aleksidze Str., 0160, Tbilisi, Georgia;

A. Razmadze Mathematical Institute of I. Javakhishvili Tbilisi State University

2 Merab Alekside II Lane, 0193 Tbilisi, Georgia