Pages that link to "Item:Q1848804"

The following pages link to Strong consistency in nonlinear stochastic regression models. (Q1848804):

Displaying 12 items.

• Asymptotics of the signed-rank estimator under dependent observations (Q393581) (← links)
• Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression (Q537392) (← links)
• Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
• Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648) (← links)
• Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions (Q1027691) (← links)
• Estimation of the offspring mean of a supercritical or near-critical size-dependent branching process (Q1763515) (← links)
• Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
• Nonlinear regressions with nonstationary time series (Q2343770) (← links)
• Nonlinear least-squares estimation (Q2489768) (← links)
• Dynamic Pricing and Learning with Finite Inventories (Q3465597) (← links)
• Estimation of the offspring mean in a supercritical or near-critical size-dependent branching process (Q4819496) (← links)