Asymptotic theory of least squares estimator in a nonregular nonlinear regression model

DOI10.1016/0167-7152(85)90004-5zbMATH Open0558.62054OpenAlexW2055702249MaRDI QIDQ762857FDOQ762857

Authors: B. L. S. Prakasa Rao 

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

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zbMATH Keywords

least squares estimatornonregular nonlinear modelweak convergence of the least squares process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Central limit and other weak theorems (60F05)

Cites Work

• Central Limit Theorems for Families of Sequences of Random Variables
• 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
• On Evaluating a Certain Integral
• Estimation of the Location of the Cusp of a Continuous Density
• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model

Cited In (25)

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• Title not available (Why is that?)
• Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum
• On parameter estimation for cusp-type signals
• Estimation of cusp in nonregular nonlinear regression models.
• Functional approach to the asymptotic normality of the nonlinear least squares estimator
• Nonparametric estimation of the hazard function under dependence conditions
• The weak convergence of least squares random fields and its application
• Title not available (Why is that?)
• Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion
• Weak convergence of lease squares process in the smooth case
• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• Least squares estimation for nonlinear regression models with heteroscedasticity
• Parametric estimation for cusp-type signal driven by fractional Brownian motion
• Title not available (Why is that?)
• On estimation errors in optical communication and location
• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
• Nonlinear least-squares estimation
• Title not available (Why is that?)
• Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model
• Asymptotic theory for bent-cable regression -- the basic case
• Asymptotic theory for non-linear least squares estimator for diffusion processes
• Asymmetric cusp estimation in regression models
• Optimal asymptotic least squares estimation in a singular set-up
• Asymptotics of least squares for nonlinear harmonic regression

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