Asymptotic properties of nonlinear estimates in stochastic models with finite design space
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Publication:1036746
DOI10.1016/J.SPL.2009.07.025zbMATH Open1176.62020OpenAlexW2027859668MaRDI QIDQ1036746FDOQ1036746
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
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Cites Work
- Adaptive designs for dose-finding based on efficacy-toxicity response
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Title not available (Why is that?)
- Title not available (Why is that?)
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Asymptotic theory of nonlinear least squares estimation
- Strong consistency of least squares estimates in multiple regression
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models
- Penalized optimal designs for dose-finding
- Adaptive optimization and \(D\)-optimum experimental design.
- Strong consistency of least squares estimators in linear regression models
- Local Convergence of Martingales and the Law of Large Numbers
- A note on the consistency of maximum likelihood estimates for finite families of stochastic processes
Cited In (6)
- Dynamic Pricing and Learning with Finite Inventories
- 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
- Dynamic Pricing with Multiple Products and Partially Specified Demand Distribution
- Experimental design for dynamics identification of cellular processes
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