scientific article; zbMATH DE number 4147338

MaRDI QIDQ3477835zbMATH OpenFDO

Authors A. Kukush

Publication date 1989

zbMATH Keywords

consistencyentropy constraintsExponential boundsGaussian noiseHilbert spacepolynomial boundsweakly dependent noiseweighted least squares method

Mathematics Subject Classification ID

Large deviations (60F10) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

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(8)

• Estimates of probabilities of large deviations on problems of estimation of rated effects. I
• Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
• The large deviation results for the nonlinear regression model with dependent errors
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