Asymptotic theory of least squares estimator in a nonregular nonlinear regression model

DOI10.1016/0167-7152(85)90004-5zbMath0558.62054OpenAlexW2055702249MaRDI QIDQ762857

B. L. S. Prakasa Rao

Publication date: 1985

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(85)90004-5

zbMATH Keywords

least squares estimatornonregular nonlinear modelweak convergence of the least squares process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) General nonlinear regression (62J02)

Related Items (11)

Asymmetric cusp estimation in regression models ⋮ 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 ⋮ Estimation of cusp in nonregular nonlinear regression models. ⋮ Nonparametric estimation of the hazard function under dependence conditions ⋮ Parametric estimation for cusp-type signal driven by fractional Brownian motion ⋮ The weak convergence of least squares random fields and its application ⋮ Asymptotic theory of least squares estimator in a nonregular nonlinear regression model ⋮ Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model ⋮ Weak convergence of lease squares process in the smooth case

Cites Work

• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
• On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
• Central Limit Theorems for Families of Sequences of Random Variables
• On Evaluating a Certain Integral
• Estimation of the Location of the Cusp of a Continuous Density

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