The Consistency of Nonlinear Regressions
From MaRDI portal
Publication:5606379
DOI10.1214/aoms/1177696972zbMath0206.20504OpenAlexW2102492696MaRDI QIDQ5606379
Publication date: 1970
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177696972
Related Items
Strong convergence of estimators in nonlinear autoregressive models, Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties, THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR, Asymptotic properties of LS estimator in nonlinear functional EV models, Exploring New Models for Population Prediction in Detecting Demographic Phase Change for Sparse Census Data, Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts, Stochastic specification and estimation of share equation systems, Explicitly infinite-dimensional Bayesian analysis of production technologies, Time series regression with long-range dependence, Fixed price and quality signals, Two-stage Huber estimation, Limit theorems for the maximal residuals in linear and nonlinear regression models, Certain properties of the estimates of the regression parameters under a priori constraint-inequalities, Asymptotics of the signed-rank estimator under dependent observations, Moment inequalities for \(m\)-negatively associated random variables and their applications, Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance, Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models, Inference on power law spatial trends, Consistent directions for least-squares estimates, On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form, Asymptotic theory in heteroscedastic nonlinear models, Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors, Estimation of cusp in nonregular nonlinear regression models., A new behavioural model for fertility schedules, Functional approach to the asymptotic normality of the nonlinear least squares estimator, Parameter estimation for non-stationary Fisher-Snedecor diffusion, Large deviation for a least squares estimator in a nonlinear regression model, Consistency of M-estimators of nonlinear signal processing models, Provably safe and robust learning-based model predictive control, Asymptotic results for inadequate nonlinear models with heteroscedastic variances, Weak \(\sigma\)-convergence: theory and applications, Robust nonlinear regression estimation in null recurrent time series, On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models, Strong consistency of a sieve estimator for the variance in nonlinear regression, A new growth curve model for biological growth: some inferential studies on the growth of \textit{Cirrhinus mrigala}, Estimating the parameters of complex-valued exponential signals, Seemingly unrelated nonlinear regressions, Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations, Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error, On consistent statistical procedures in regression, Estimating consumer acceptance limits, Determining sample characteristics and their asymptotic linear regression properties estimated using inequality constraints, On the structure of the set of fixed price equilibria, Stochastic specification of production functions and economic implications, Weighted Wilcoxon Estimators in Nonlinear Regression, Strong consistency of non-linear least squares estimators in the presence of stochastic regressors, MASAGE: model-agnostic sequential and adaptive game estimation, Second order asymptotics in nonlinear regression, Cross-sectional aggregation of nonlinear models, The recognition problem: Application to sum of exponentials, Regression analysis of stochastic fatigue crack growth model in a martingale difference framework, Misspecified models with dependent observations, The problem of identification in finite parameter continuous time models, Unemployment equilibrium in an economy with linked prices, Unbiased determination of production technologies, Fixprice analysis in productive economies, Uniform laws of large numbers and stochastic Lipschitz-continuity, Consistency of a class of information criteria for model selection in non-linear regression
