Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms

DOI10.1016/S0898-1221(97)00204-6zbMath0911.62054OpenAlexW2051738950MaRDI QIDQ1130391

István Fazekas, Alexander G. Kukush

Publication date: 20 August 1998

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0898-1221(97)00204-6

zbMATH Keywords

consistencydependent errorsnonlinear functional errors-in-variables model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items (23)

A Consistent Estimator for Linear Models with Dependent Observations ⋮ Asymptotic properties of LS estimator in nonlinear functional EV models ⋮ Asymptotic properties for LS estimators in EV regression model with dependent errors ⋮ Some Limit Behaviors for Linear EV Model with Replicate Observations ⋮ Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms ⋮ Consistency for the LS estimator in the linear EV regression model with replicate observations ⋮ Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors ⋮ Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors ⋮ Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables ⋮ Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. ⋮ Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments ⋮ Asymptotic properties of an estimator in errors-in-variables models in the presence of validation data. ⋮ A bias-corrected estimator for nonlinear systems with output-error type model structures ⋮ Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors ⋮ On the rosenthal inequality for mixing fields ⋮ Asymptotic properties of LS estimators in the errors-in-variables model with MD errors ⋮ A new consistent estimator for linear errors-in-variables models ⋮ Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors ⋮ Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors ⋮ Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms ⋮ Extended least-correlation estimates for errors-in-variables non-linear models ⋮ MDP for estimators in EV regression models with α-mixing errors ⋮ Complete convergence for weighted sums of NSD random variables and its application in the EV regression model

Cites Work

• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
• The limiting distribution of least squares in an errors-in-variables regression model
• Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
• Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms
• On the measurability and consistency of minimum contrast estimates
• Asymptotics for the SIMEX Estimator in Nonlinear Measurement Error Models
• Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models
• An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter
• Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data
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