Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions

DOI10.1134/S0005117909020052zbMath1163.93395MaRDI QIDQ1027691

Andrey V. Timofeev

Publication date: 30 June 2009

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

confidence estimationregression equationheteroscedastic observationsmultidimensional parameters

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

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• Asymptotic theory of nonlinear least squares estimation
• Strong consistency of least squares estimates in dynamic models
• Non-asymptotic confidence ellipsoids for the least-squares estimate
• Strong consistency in nonlinear stochastic regression models.
• Asymptotic properties of nonlinear least squares estimates in stochastic regression models
• Strong consistency of Bayes estimates in stochastic regression models
• Business cycle asymmetries and non-linearities in U.K. macroeconomic time series
• Nonlinear Signal Processing
• Bounds on Moments of Certain Random Variables

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