Estimation of cusp in nonregular nonlinear regression models.

DOI10.1016/S0047-259X(03)00102-7MaRDI QIDQ1421874zbMATH OpenOpenAlexFDO

Authors B. L. S. Prakasa Rao

Publication date 3 February 2004

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0047-259x(03)00102-7

zbMATH Keywords

CuspNonlinear regressionFractional Brownian motionLeast squares processNonregular problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3976091 (Why is no real title available?)
• scientific article; zbMATH DE number 3988509 (Why is no real title available?)
• scientific article; zbMATH DE number 3733065 (Why is no real title available?)
• scientific article; zbMATH DE number 3538668 (Why is no real title available?)
• scientific article; zbMATH DE number 4003294 (Why is no real title available?)
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic results on nonlinear approximation of regression functions and weighted least squares
• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
• Asymptotic theory of nonlinear least squares estimation
• Central Limit Theorems for Families of Sequences of Random Variables
• Estimation of cusp location by Poisson observations
• Estimation of the Location of the Cusp of a Continuous Density
• Non-regular statistical estimation
• On Evaluating a Certain Integral
• On cusp estimation of ergodic diffusion process
• The Consistency of Nonlinear Regressions
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
• The weak convergence of least squares random fields and its application
• Weak convergence of lease squares process in the smooth case

Cited in

(9)

• On estimation errors in optical communication and location
• Cusp estimation in random design regression models
• Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion
• Estimation of cusp location of stochastic processes: a survey
• Asymmetric cusp estimation in regression models
• Parametric estimation for cusp-type signal driven by fractional Brownian motion
• On parameter estimation for cusp-type signals
• Large deviation for a least squares estimator in a nonlinear regression model
• Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors

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• nlmdl

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