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

zbMATH Keywords

exponential rate of convergenceleast squares estimatorGaussian errors

Mathematics Subject Classification ID

General nonlinear regression (62J02)

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Cites work

• scientific article; zbMATH DE number 3835138 (Why is no real title available?)
• scientific article; zbMATH DE number 3462958 (Why is no real title available?)
• An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors

Cited in

(20)

• Finite sample performance of linear least squares estimation
• Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise
• Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters
• Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
• scientific article; zbMATH DE number 418922 (Why is no real title available?)
• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
• Large deviation inequalities of LS estimator in nonlinear regression models
• A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models
• scientific article; zbMATH DE number 3954080 (Why is no real title available?)
• A note on an estimate for the convergence rate of the LSE in inadequate nonlinear regression models
• Weak convergence of lease squares process in the smooth case
• A large deviation result for the least squares estimators in nonlinear regression
• Second order asymptotics in nonlinear regression
• 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
• scientific article; zbMATH DE number 4109874 (Why is no real title available?)
• Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
• The weak convergence of least squares random fields and its application
• Large deviation inequalities of Bayesian estimator in nonlinear regression models
• Asymptotic properties of LS estimator in nonlinear functional EV models

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