Pages that link to "Item:Q1068496"

The following pages link to Asymptotic properties of least-squares estimates in stochastic regression models (Q1068496):

Displaying 34 items.

• Design issues for generalized linear models: a review (Q449737) (← links)
• Strong consistency of least squares estimates in multiple regression models with random regressors (Q464383) (← links)
• Identification of multitype branching processes (Q817989) (← links)
• Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648) (← links)
• Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression (Q893956) (← links)
• On the identification of a supercritical branching process (Q1009543) (← links)
• Asymptotic properties of nonlinear estimates in stochastic models with finite design space (Q1036746) (← links)
• A stopped stochastic approximation algorithm (Q1107246) (← links)
• A log log law for unstable ARMA models with applications to time series analysis (Q1185829) (← links)
• Estimation for an adaptive allocation design (Q1361683) (← links)
• A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
• Inferring the rank of a matrix (Q1362038) (← links)
• On the almost sure asymptotic behaviour of stochastic algorithm (Q1807280) (← links)
• A modified bootstrap for branching processes with immigration (Q1890700) (← links)
• Asymptotic properties of nonlinear least squares estimates in stochastic regression models (Q1896244) (← links)
• Some results about averaging in stochastic approximation (Q1902154) (← links)
• Strong consistency of Bayes estimates in stochastic regression models (Q1914696) (← links)
• Some strong consistency results in stochastic regression (Q2015068) (← links)
• Identification and adaptation with binary-valued observations under non-persistent excitation condition (Q2123231) (← links)
• The least squares estimator of random variables under sublinear expectations (Q2408605) (← links)
• Limit theorems with weights for vector-valued martingales (Q2701804) (← links)
• Asymptotic Properties of the MLE in Nonlinear Reproductive Dispersion Models With Stochastic Regressors (Q2786269) (← links)
• Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises (Q2986846) (← links)
• Validity of the bootstrap in the critical process with a non-stationary immigration (Q3021172) (← links)
• (Q3054115) (← links)
• Correction to ? On a new stopping rule for stochastic approximation (Q3221233) (← links)
• Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component (Q3473131) (← links)
• On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications (Q3621153) (← links)
• The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution (Q3622079) (← links)
• Strong consistency in stochastic regression models via posterior covariance matrices (Q4364941) (← links)
• (Q4729190) (← links)
• Asymptotic distribution of least square estimators for linear models with dependent errors (Q5384673) (← links)
• STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS (Q5697614) (← links)
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems (Q5903706) (← links)