Asymptotic theory of least squares estimator of a particular nonlinear regression model

From MaRDI portal
Publication:689515

DOI10.1016/0167-7152(93)90093-XzbMath0783.62045MaRDI QIDQ689515

Debasis Kundu

Publication date: 23 March 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)




Related Items (20)

Different methods of estimating sinusoidal frequencies:a numerical comparisonAsymptotic theory of least squares estimator of a nonlinear time series regression modelAsymptotic properties of the least squares estimates of 2-\(D\) exponential signalsNonparametric estimation of the time-varying frequency and amplitudeOn the estimation of periodic signals in the diffusion process using a high-frequency schemeParameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck processNonparametric local polynomial approximation of the time-varying frequency and amplitudeEstimation of parameters of two-dimensional sinusoidal signal in heavy-tailed errorsConsistent method for estimating sinusoidal frequencies: a non-iterative approachConstrained maximum likelihood estimators for superimposed exponential signalsAsymptotic Theory of the Least Squares Estimators of Sinusoidal SignalNonlinear regression with multidimensional indices.POISSON REGRESSION WITH A PERIODIC FUNCTIONDetermination of Discrete Spectrum in a Random FieldAsymptotics of least squares for nonlinear harmonic regressionNecessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errorsOn discrete-domain multidimensional sinusoidal modelsGeneralised signed-rank estimation for nonlinear models with multidimensional indicesEstimation of frequencies in presence of heavy tail errors.Asymptotic properties of a particular nonlinear regression quantile estimation.




Cites Work




This page was built for publication: Asymptotic theory of least squares estimator of a particular nonlinear regression model