Pages that link to "Item:Q1896244"

The following pages link to Asymptotic properties of nonlinear least squares estimates in stochastic regression models (Q1896244):

Displaying 48 items.

• Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
• Elemental information matrices and optimal experimental design for generalized regression models (Q389421) (← links)
• Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression (Q537392) (← links)
• Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
• Modelling particles moving in a potential field with pairwise interactions and an application (Q642208) (← links)
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
• Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
• Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648) (← links)
• Convergence properties of sequential Bayesian \(D\)-optimal designs (Q958799) (← links)
• Stochastic modeling of particle movement with application to marine biology and oceanography (Q993795) (← links)
• Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions (Q1027691) (← links)
• Asymptotic properties of nonlinear estimates in stochastic models with finite design space (Q1036746) (← links)
• Asymptotic properties of least-squares estimates in stochastic regression models (Q1068496) (← links)
• Strong consistency of least-squares estimators in the monotone regression model with stochastic regressors (Q1094794) (← links)
• Strong consistency of Bayes estimates in nonlinear stochastic regression models (Q1299387) (← links)
• A new class of consistent estimators for stochastic linear regressive models (Q1375109) (← links)
• Estimation of the offspring mean of a supercritical or near-critical size-dependent branching process (Q1763515) (← links)
• Sequential experimental design and response optimisation (Q1766978) (← links)
• Strong consistency in nonlinear stochastic regression models. (Q1848804) (← links)
• Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
• On the speed of adjustment in ESTAR models when allowance is made for bias in estimation (Q1929047) (← links)
• The adaptive Wynn algorithm in generalized linear models with univariate response (Q2039781) (← links)
• Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models (Q2230660) (← links)
• Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
• Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
• One-step ahead adaptive \(D\)-optimal design on a finite design space is asymptotically optimal (Q2268376) (← links)
• Nonlinear regressions with nonstationary time series (Q2343770) (← links)
• Identification of ARX systems with non-stationary inputs -- asymptotic analysis with application to adaptive input design (Q2390550) (← links)
• Optimal experimental design and some related control problems (Q2440603) (← links)
• Nonlinear least-squares estimation (Q2489768) (← links)
• Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises (Q2986846) (← links)
• (Q3054115) (← links)
• PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
• Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component (Q3473131) (← links)
• (Q3497059) (← links)
• The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution (Q3622079) (← links)
• Estimation of the offspring mean in a supercritical or near-critical size-dependent branching process (Q4819496) (← links)
• On Incomplete Learning and Certainty-Equivalence Control (Q4971399) (← links)
• LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
• Asymptotic properties of LS estimator in nonlinear functional EV models (Q5039798) (← links)
• Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
• (Q5465465) (← links)
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems (Q5903706) (← links)
• Two-step estimation in linear regressions with adaptive learning (Q6101704) (← links)
• Parametric quantile autoregressive moving average models with exogenous terms (Q6579391) (← links)
• A \(p\)-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design (Q6581297) (← links)
• On the inversion-free Newton's method and its applications (Q6612368) (← links)
• An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models (Q6632594) (← links)