Strong consistency in nonlinear stochastic regression models.
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- Strong consistency in nonlinear regression with multipucative error
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- 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
(28)- Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions
- Strong consistency of least-squares estimators in the monotone regression model with stochastic regressors
- Strong consistency of a sieve estimator for the variance in nonlinear regression
- Strong consistency of Bayes estimates in nonlinear stochastic regression models
- Estimation of the offspring mean of a supercritical or near-critical size-dependent branching process
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models
- Robust nonlinear regression estimation in null recurrent time series
- Nonlinear regressions with nonstationary time series
- Nonlinear least-squares estimation
- Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
- Dynamic Pricing and Learning with Finite Inventories
- Asymptotics of the signed-rank estimator under dependent observations
- Strong consistency in nonlinear regression with multipucative error
- scientific article; zbMATH DE number 1383487 (Why is no real title available?)
- scientific article; zbMATH DE number 1843509 (Why is no real title available?)
- 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?)
- Least squares estimation for nonlinear regression models with heteroscedasticity
- Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observations
- Estimation of harmonic component in regression with cyclically dependent errors
- Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression
- Uniform moment bounds of Fisher's information with applications to time series
- On the inversion-free Newton's method and its applications
- An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models
- Dynamic panel data quantile regression with network-linked fixed effects
- Optimal adaptive output regulation of discrete-time nonlinear stochastic systems
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
- Conditional least squares estimation in nonstationary nonlinear stochastic regression models
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