An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter

DOI10.1137/1121067MaRDI QIDQ4130799zbMATHOpenAlexFDO

Authors O. V. Ivanov

Publication date 1976

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1121067

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(20)

• Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise
• Consistency for the least squares estimator in nonlinear regression model
• On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
• The large deviation results for the nonlinear regression model with dependent errors
• The large deviation for the least squares estimator of nonlinear regression model based on WOD errors
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
• Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms
• On asymptotic normality in nonlinear regression
• Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
• Weak convergence of lease squares process in the smooth case
• Moment inequalities for \(m\)-negatively associated random variables and their applications
• Large deviation for a least squares estimator in a nonlinear regression model
• Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
• Functional approach to the asymptotic normality of the nonlinear least squares estimator
• Large deviations for randomly weighted least squares estimator in a nonlinear regression model
• Fitting distribution to data by a generalized nonlinear least squares method
• Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
• Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model
• Large deviation inequalities of Bayesian estimator in nonlinear regression models
• Asymptotic properties of LS estimator in nonlinear functional EV models

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