The weak convergence of least squares random fields and its application

DOI10.1007/BF02482534zbMath0613.62108MaRDI QIDQ1819513

B. L. S. Prakasa Rao

Publication date: 1986

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

weak convergenceasymptotic normalityleast squares criterialeast squares random field

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) General nonlinear regression (62J02)

Related Items (2)

Estimation of cusp in nonregular nonlinear regression models. ⋮ Weak convergence of lease squares process in the smooth case

Cites Work

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• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
• On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
• Asymptotic theory of nonlinear least squares estimation
• Maximum likelihood estimation for Markov processes
• Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator
• The weak convergence of likelihood ratio random fields and its applications
• Central Limit Theorems for Families of Sequences of Random Variables
• Weak convergence of lease squares process in the smooth case
• Estimation of the Location of the Cusp of a Continuous Density
• Asymptotic Properties of Non-Linear Least Squares Estimators

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