Strong consistency in nonlinear stochastic regression models.
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Publication:1848804
DOI10.1214/AOS/1015952002zbMATH Open1105.62355OpenAlexW1608214884MaRDI QIDQ1848804FDOQ1848804
Authors: Kostas Skouras 
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1015952002
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- scientific article; zbMATH DE number 4113782
Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Nonlinear Regression with Dependent Observations
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Asymptotic theory of nonlinear least squares estimation
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models
- Strong consistency of least squares estimators in linear regression models
- Strong consistency of least squares estimates in dynamic models
- Strong consistency of Bayes estimates in stochastic regression models
- Strong consistency in stochastic regression models via posterior covariance matrices
- Strong consistency of Bayes estimates in nonlinear stochastic regression models
Cited In (24)
- Asymptotics of the signed-rank estimator under dependent observations
- Estimation of the offspring mean in a supercritical or near-critical size-dependent branching process
- Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression
- Title not available (Why is that?)
- Dynamic Pricing and Learning with Finite Inventories
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models
- Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observations
- Robust nonlinear regression estimation in null recurrent time series
- Title not available (Why is that?)
- Estimation of harmonic component in regression with cyclically dependent errors
- Nonlinear regressions with nonstationary time series
- On the inversion-free Newton's method and its applications
- Least squares estimation for nonlinear regression models with heteroscedasticity
- Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions
- An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models
- Conditional least squares estimation in nonstationary nonlinear stochastic regression models
- Nonlinear least-squares estimation
- Estimation of the offspring mean of a supercritical or near-critical size-dependent branching process
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
- Strong consistency in nonlinear regression with multipucative error
- Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
- Strong consistency of a sieve estimator for the variance in nonlinear regression
- Uniform moment bounds of Fisher's information with applications to time series
- Strong consistency of least-squares estimators in the monotone regression model with stochastic regressors
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