Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions

DOI10.1007/BF02530544zbMath1056.62032MaRDI QIDQ1768125

Lihong Wang

Publication date: 14 March 2005

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic efficiencylong-range dependenceleast squares estimationequality and inequality constraintsleast absolute deviation estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Parametric inference under constraints (62F30) General nonlinear regression (62J02)

Related Items (3)

Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors ⋮ Asymptotic behaviour of the LS estimator in a nonlinear model with long memory ⋮ Optimal multilinear estimation of a random vector under constraints of causality and limited memory

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