The weak convergence of least squares random fields and its application
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Publication:1819513
DOI10.1007/BF02482534zbMath0613.62108MaRDI QIDQ1819513
Publication date: 1986
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
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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