Estimation of cusp in nonregular nonlinear regression models.

DOI10.1016/S0047-259X(03)00102-7zbMath1035.62064OpenAlexW2073492465MaRDI QIDQ1421874

B. L. S. Prakasa Rao

Publication date: 3 February 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00102-7

zbMATH Keywords

Fractional Brownian motionNonlinear regressionCuspLeast squares processNonregular problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

Related Items (8)

Asymmetric cusp estimation in regression models ⋮ Estimation of cusp location of stochastic processes: a survey ⋮ On estimation errors in optical communication and location ⋮ Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion ⋮ On parameter estimation for cusp-type signals ⋮ Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors ⋮ Large deviation for a least squares estimator in a nonlinear regression model ⋮ Parametric estimation for cusp-type signal driven by fractional Brownian motion

Uses Software

• nlmdl

Cites Work

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• The weak convergence of least squares random fields and its application
• Non-regular statistical estimation
• Central Limit Theorems for Families of Sequences of Random Variables
• Asymptotic results on nonlinear approximation of regression functions and weighted least squares
• Weak convergence of lease squares process in the smooth case
• On Evaluating a Certain Integral
• Estimation of the Location of the Cusp of a Continuous Density
• Asymptotic Properties of Non-Linear Least Squares Estimators
• The Consistency of Nonlinear Regressions

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