Note on the strong consistency of the least squares estimator in nonlinear regression

DOI10.1080/02331888908802161zbMath0682.62040OpenAlexW1989137870MaRDI QIDQ4731990

Henning Läuter

Publication date: 1989

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888908802161

zbMATH Keywords

strong law of large numbersuniformityleast squares estimatorstrong consistencylimit distributiona.s. boundednessalmost sure convergence of weighted sumsunbounded parameter spaces

Mathematics Subject Classification ID

General nonlinear regression (62J02) Strong limit theorems (60F15)

Related Items (4)

Asymptotic results for parametric estimation in inadequate two phases regression models ⋮ Preface ⋮ Consistency of the least square estimator of an infinite-dimensional parameter ⋮ On sufficient conditions for the strong consistency of least-squares estimates

Cites Work

• Unnamed Item
• Consistent estimators in nonlinear regression for a noncompact parameter space
• Asymptotic theory of nonlinear least squares estimation
• The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator
• Some Convergence Theorems for Independent Random Variables
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Non-linear time series regression
• Non-linear regression for multiple time-series

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