Strong consistency in nonlinear stochastic regression models.
From MaRDI portal
Recommendations
- Strong consistency in nonlinear regression with multipucative error
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models
- Strong consistency of Bayes estimates in nonlinear stochastic regression models
- Note on the strong consistency of the least squares estimator in nonlinear regression
- scientific article; zbMATH DE number 4113782
Cites work
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models
- Asymptotic theory of nonlinear least squares estimation
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Nonlinear Regression with Dependent Observations
- Strong consistency in stochastic regression models via posterior covariance matrices
- Strong consistency of Bayes estimates in nonlinear stochastic regression models
- Strong consistency of Bayes estimates in stochastic regression models
- Strong consistency of least squares estimates in dynamic models
- Strong consistency of least squares estimators in linear regression models
Cited in
(24)- Asymptotics of the signed-rank estimator under dependent observations
- Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression
- Estimation of the offspring mean in a supercritical or near-critical size-dependent branching process
- scientific article; zbMATH DE number 808825 (Why is no real title available?)
- Dynamic Pricing and Learning with Finite Inventories
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models
- Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observations
- Robust nonlinear regression estimation in null recurrent time series
- scientific article; zbMATH DE number 1843509 (Why is no real title available?)
- Estimation of harmonic component in regression with cyclically dependent errors
- Nonlinear regressions with nonstationary time series
- On the inversion-free Newton's method and its applications
- Least squares estimation for nonlinear regression models with heteroscedasticity
- Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions
- An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models
- Conditional least squares estimation in nonstationary nonlinear stochastic regression models
- Nonlinear least-squares estimation
- Estimation of the offspring mean of a supercritical or near-critical size-dependent branching process
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
- Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
- Strong consistency in nonlinear regression with multipucative error
- Strong consistency of a sieve estimator for the variance in nonlinear regression
- Uniform moment bounds of Fisher's information with applications to time series
- Strong consistency of least-squares estimators in the monotone regression model with stochastic regressors
This page was built for publication: Strong consistency in nonlinear stochastic regression models.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1848804)
