Asymptotic properties of nonlinear least squares estimates in stochastic regression models (Q1896244)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 788292
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic properties of nonlinear least squares estimates in stochastic regression models |
scientific article; zbMATH DE number 788292 |
Statements
Asymptotic properties of nonlinear least squares estimates in stochastic regression models (English)
0 references
12 November 1995
0 references
nonlinear autoregressive models
0 references
control systems
0 references
optimal experimental design
0 references
martingales in Hilbert spaces
0 references
martingale difference sequence
0 references
strong consistency
0 references
asymptotic normality
0 references
least squares estimate
0 references
stochastic regression models
0 references
linear least squares estimates
0 references
0.880058765411377
0 references
0.8673374056816101
0 references
0.8626849055290222
0 references
0.849044919013977
0 references