A consistent estimator for nonlinear regression models

DOI10.1007/S001840400349MaRDI QIDQ814864zbMATH OpenOpenAlexFDO

Authors Sándor Baran

Publication date 8 February 2006

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001840400349

zbMATH Keywords

asymptotic normalityconsistencyFourier transformnonlinear regressionstrong mixing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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Cited in

(20)

• Inconsistent M-estimators: Nonlinear regression with muliplicative error
• On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model
• Consistent estimation of the parameters of a nonlinear model for randomly discretized functional samples.
• Consistent estimator of nonparametric structural spurious regression model for high frequency data
• Consistent regression using data-dependent coverings
• A Consistent Estimator for Linear Models with Dependent Observations
• Linear and nonlinear estimators for one- and two-dimensional Fourier transforms
• scientific article; zbMATH DE number 4044967 (Why is no real title available?)
• Resampling a nonlinear regression model in the frequency domain
• Asymptotic behaviour of the LS estimator in a nonlinear model with long memory
• A linear regression model with persistent level shifts: an alternative to infill asymptotics
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• Constructing explicit estimators in nonlinear regression problems
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• Consistent least squares nonparametric regression
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• A new consistent estimator for linear errors-in-variables models
• Consistent estimators for nonlinear vessel models
• Consistent estimation for some nonlinear errors-in-variables models

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