On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors

DOI10.1016/0167-7152(84)90004-XzbMATH Open0544.62060OpenAlexW2046644490MaRDI QIDQ796937FDOQ796937

Authors: B. L. S. Prakasa Rao 

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90004-x

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zbMATH Keywords

exponential rate of convergenceleast squares estimatorGaussian errors

Mathematics Subject Classification ID

General nonlinear regression (62J02)

Cites Work

• Title not available (Why is that?)
• An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter
• Title not available (Why is that?)
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors

Cited In (20)

• Title not available (Why is that?)
• Large deviation inequalities of LS estimator in nonlinear regression models
• A note on an estimate for the convergence rate of the LSE in inadequate nonlinear regression models
• A large deviation result for the least squares estimators in nonlinear regression
• Asymptotic properties of LS estimator in nonlinear functional EV models
• Finite sample performance of linear least squares estimation
• The weak convergence of least squares random fields and its application
• Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
• Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
• Weak convergence of lease squares process in the smooth case
• Title not available (Why is that?)
• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
• Large deviation for a least squares estimator in a nonlinear regression model
• Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
• Second order asymptotics in nonlinear regression
• Title not available (Why is that?)
• Large deviation inequalities of Bayesian estimator in nonlinear regression models
• Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters
• A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models
• Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise

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