A large deviation result for the least squares estimators in nonlinear regression

DOI10.1016/0304-4149(93)90022-VzbMath0786.62066MaRDI QIDQ689473

Hu Shuhe

Publication date: 2 January 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

exponential inequalityleast squares estimatormartingale difference sequencedependent errorslocally generalized Gaussian sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Large deviations (60F10)

Related Items (11)

Large deviation inequalities of LS estimator in nonlinear regression models ⋮ Asymptotic properties of LS estimator in nonlinear functional EV models ⋮ Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise ⋮ Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model ⋮ Some uniform large deviation results in nonparametric function estimation ⋮ The large deviation results for the nonlinear regression model with dependent errors ⋮ Large deviation inequalities of Bayesian estimator in nonlinear regression models ⋮ Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise ⋮ 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 ⋮ Finite sample performance of linear least squares estimation

Cites Work

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• On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
• A large deviation result for parameter estimators and its application to nonlinear regression analysis
• Asymptotic theory of nonlinear least squares estimation

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