Strong consistency in nonlinear stochastic regression models.
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Publication:1848804
DOI10.1214/aos/1015952002zbMath1105.62355OpenAlexW1608214884MaRDI QIDQ1848804
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1015952002
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)
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Cites Work
- Strong consistency of least squares estimators in linear regression models
- Asymptotic theory of nonlinear least squares estimation
- Strong consistency of least squares estimates in dynamic models
- Strong consistency of Bayes estimates 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
- Nonlinear Regression with Dependent Observations
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Strong consistency in stochastic regression models via posterior covariance matrices
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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