Note on the strong consistency of the least squares estimator in nonlinear regression

DOI10.1080/02331888908802161MaRDI QIDQ4731990zbMATH OpenOpenAlexFDO

Authors Henning Läuter

Publication date 1989

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888908802161

zbMATH Keywords

limit distributionstrong consistencystrong law of large numbersuniformityleast squares estimatora.s. boundednessalmost sure convergence of weighted sumsunbounded parameter spaces

Mathematics Subject Classification ID

General nonlinear regression (62J02) Strong limit theorems (60F15)

Recommendations

• scientific article; zbMATH DE number 4111839
• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• scientific article; zbMATH DE number 952614
• Consistency for the least squares estimator in nonlinear regression model
• On sufficient conditions for the strong consistency of least-squares estimates

Cites work

• scientific article; zbMATH DE number 3434984 (Why is no real title available?)
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic theory of nonlinear least squares estimation
• Consistent estimators in nonlinear regression for a noncompact parameter space
• Non-linear regression for multiple time-series
• Non-linear time series regression
• Some Convergence Theorems for Independent Random Variables
• The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator

Cited in

(16)

• A note on an estimate for the convergence rate of the LSE in inadequate nonlinear regression models
• Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models
• Asymptotic results for parametric estimation in inadequate two phases regression models
• Strong consistency in nonlinear stochastic regression models.
• scientific article; zbMATH DE number 4111839 (Why is no real title available?)
• Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models
• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• Consistency for the least squares estimator in nonlinear regression model
• scientific article; zbMATH DE number 4082770 (Why is no real title available?)
• THE STRONG CONSISTENCY OF THE ASYMMETRIC LEAST SQUARES ESTIMATORS IN NONLINEAR CENSORED REGRESSION MODELS
• scientific article; zbMATH DE number 4109874 (Why is no real title available?)
• Strong consistency of the extended least squares method with nonlinear error transformation
• On sufficient conditions for the strong consistency of least-squares estimates
• Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
• Preface
• Consistency of the least square estimator of an infinite-dimensional parameter

This page was built for publication: Note on the strong consistency of the least squares estimator in nonlinear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4731990)