Asymptotic theory of least squares estimator of a nonlinear time series regression model
From MaRDI portal
Publication:5283850
Cites work
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotic theory of least squares estimator of a particular nonlinear regression model
- Asymptotic theory of nonlinear least squares estimation
- On frequency estimation
- On the estimation of a harmonic component in a time series with stationary independent residuals
- The estimation of frequency
Cited in
(10)- Consistent method for estimating sinusoidal frequencies: a non-iterative approach
- Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal
- 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
This page was built for publication: Asymptotic theory of least squares estimator of a nonlinear time series regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5283850)
