Asymptotic theory of least squares estimator of a nonlinear time series regression model

DOI10.1080/03610929608831684zbMath0875.62113OpenAlexW2044947529MaRDI QIDQ5283850

Amit Mitra, Debasis Kundu

Publication date: 3 February 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831684

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (10)

Different methods of estimating sinusoidal frequencies:a numerical comparison ⋮ Estimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errors ⋮ M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model ⋮ Consistent method for estimating sinusoidal frequencies: a non-iterative approach ⋮ Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal ⋮ Genetic algorithm and M-estimator based robust sequential estimation of parameters of nonlinear sinusoidal signals ⋮ Asymptotics of least squares for nonlinear harmonic regression ⋮ Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors ⋮ Estimation of frequencies in presence of heavy tail errors. ⋮ Asymptotic properties of a particular nonlinear regression quantile estimation.

Cites Work

• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• Asymptotic theory of nonlinear least squares estimation
• The estimation of frequency
• On frequency estimation
• Asymptotic Properties of Non-Linear Least Squares Estimators
• On the estimation of a harmonic component in a time series with stationary independent residuals

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