Asymptotic properties of nonlinear estimates in stochastic models with finite design space

DOI10.1016/J.SPL.2009.07.025MaRDI QIDQ1036746zbMATH OpenOpenAlexFDO

Authors Luc Pronzato

Publication date 13 November 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.07.025

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Sequential statistical design (62L05)

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 3405266 (Why is no real title available?)
• A note on the consistency of maximum likelihood estimates for finite families of stochastic processes
• Adaptive designs for dose-finding based on efficacy-toxicity response
• Adaptive optimization and \(D\)-optimum experimental design.
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic properties of nonlinear least squares estimates in stochastic regression models
• Asymptotic theory of nonlinear least squares estimation
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Local Convergence of Martingales and the Law of Large Numbers
• Penalized optimal designs for dose-finding
• Strong consistency of least squares estimates in multiple regression
• Strong consistency of least squares estimators in linear regression models

Cited in

(6)

• Dynamic Pricing and Learning with Finite Inventories
• Dynamic pricing with multiple products and partially specified demand distribution
• Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models
• The adaptive Wynn algorithm in generalized linear models with univariate response
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
• Experimental design for dynamics identification of cellular processes

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