Asymptotic properties of nonlinear estimates in stochastic models with finite design space

DOI10.1016/j.spl.2009.07.025zbMath1176.62020OpenAlexW2027859668MaRDI QIDQ1036746

Luc Pronzato

Publication date: 13 November 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.07.025

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Sequential statistical design (62L05)

Related Items (6)

Dynamic Pricing and Learning with Finite Inventories ⋮ Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models ⋮ Experimental design for dynamics identification of cellular processes ⋮ The adaptive Wynn algorithm in generalized linear models with univariate response ⋮ Regression analysis of stochastic fatigue crack growth model in a martingale difference framework ⋮ Dynamic Pricing with Multiple Products and Partially Specified Demand Distribution

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• Local Convergence of Martingales and the Law of Large Numbers
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

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