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

DOI10.1080/03610929608831684zbMATH Open0875.62113OpenAlexW2044947529MaRDI QIDQ5283850FDOQ5283850

Authors: Debasis Kundu, Amit Mitra 

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)

Cites Work

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

Cited In (10)

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

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