Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
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Publication:762857
DOI10.1016/0167-7152(85)90004-5zbMath0558.62054OpenAlexW2055702249MaRDI QIDQ762857
Publication date: 1985
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(85)90004-5
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) General nonlinear regression (62J02)
Related Items (11)
Asymmetric cusp estimation in regression models ⋮ On estimation errors in optical communication and location ⋮ Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion ⋮ On parameter estimation for cusp-type signals ⋮ Estimation of cusp in nonregular nonlinear regression models. ⋮ Nonparametric estimation of the hazard function under dependence conditions ⋮ Parametric estimation for cusp-type signal driven by fractional Brownian motion ⋮ The weak convergence of least squares random fields and its application ⋮ Asymptotic theory of least squares estimator in a nonregular nonlinear regression model ⋮ Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model ⋮ Weak convergence of lease squares process in the smooth case
Cites Work
- Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
- The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
- On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
- Central Limit Theorems for Families of Sequences of Random Variables
- On Evaluating a Certain Integral
- Estimation of the Location of the Cusp of a Continuous Density
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