Consistency for the least squares estimator in nonlinear regression model

DOI10.1016/j.spl.2003.11.020zbMath1058.62025OpenAlexW2007604695MaRDI QIDQ1771291

Hu Shuhe

Publication date: 7 April 2005

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

Full work available at URL: https://doi.org/10.1016/j.spl.2003.11.020

zbMATH Keywords

ConsistencyNonlinear regression modelLeast-squares estimatorConsistency rateDependent error

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

Related Items (12)

Large deviation inequalities of LS estimator in nonlinear regression models ⋮ Asymptotic properties of LS estimator in nonlinear functional EV models ⋮ The large deviation for the least squares estimator of nonlinear regression model based on WOD errors ⋮ Moment inequalities for \(m\)-negatively associated random variables and their applications ⋮ The large deviation results for the nonlinear regression model with dependent errors ⋮ Large deviation inequalities of Bayesian estimator in nonlinear regression models ⋮ Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors ⋮ Large deviation for a least squares estimator in a nonlinear regression model ⋮ A recursive algorithm for nonlinear least-squares problems ⋮ Fitting Distribution to Data by a Generalized Nonlinear Least Squares Method ⋮ Nonparametric nonlinear regression using polynomial and neural approximators: a numerical comparison ⋮ A local factor nonparametric test for trend synchronism in multiple time series

Cites Work

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• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
• The rate of convergence for the least squares estimator in nonlinear regression model with dependent errors.
• An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter

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