Estimation of cusp in nonregular nonlinear regression models.

DOI10.1016/S0047-259X(03)00102-7zbMATH Open1035.62064OpenAlexW2073492465MaRDI QIDQ1421874FDOQ1421874

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

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• Asymmetric cusp estimation in regression models
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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)

Cites Work

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• Asymptotic Properties of Non-Linear Least Squares Estimators
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• Asymptotic theory of nonlinear least squares estimation
• Central Limit Theorems for Families of Sequences of Random Variables
• The Consistency of Nonlinear Regressions
• On cusp estimation of ergodic diffusion process
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
• Estimation of cusp location by Poisson observations
• Non-regular statistical estimation
• On Evaluating a Certain Integral
• Estimation of the Location of the Cusp of a Continuous Density
• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
• Weak convergence of lease squares process in the smooth case
• The weak convergence of least squares random fields and its application
• Asymptotic results on nonlinear approximation of regression functions and weighted least squares
• Title not available (Why is that?)

Cited In (9)

• On parameter estimation for cusp-type signals
• Estimation of cusp location of stochastic processes: a survey
• Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion
• Parametric estimation for cusp-type signal driven by fractional Brownian motion
• On estimation errors in optical communication and location
• 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
• Asymmetric cusp estimation in regression models
• Cusp estimation in random design regression models

Uses Software

• nlmdl

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