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

DOI10.1016/0167-7152(85)90004-5MaRDI QIDQ762857zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
• Central Limit Theorems for Families of Sequences of Random Variables
• Estimation of the Location of the Cusp of a Continuous Density
• On Evaluating a Certain Integral
• On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors

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• Asymmetric cusp estimation in regression models
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• scientific article; zbMATH DE number 1005345 (Why is no real title available?)
• Estimation of cusp in nonregular nonlinear regression models.
• scientific article; zbMATH DE number 843990 (Why is no real title available?)
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• Asymptotic theory for non-linear least squares estimator for diffusion processes
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• Nonparametric estimation of the hazard function under dependence conditions
• Parametric estimation for cusp-type signal driven by fractional Brownian motion
• On parameter estimation for cusp-type signals
• Optimal asymptotic least squares estimation in a singular set-up
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• Nonlinear least-squares estimation
• The weak convergence of least squares random fields and its application

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