A broad range of nonlinear (linear) time series and stochastic processes can be described by the stochastic regression model y. = r.(O)+ e., where {en} are independent random disturbances and r. is a random function of an unknown parameter 0 measurable with respect to the a-field ~r(yl ..... y.-l).
โฆ LIBER โฆ
A consistent estimator for nonlinear regression models
โ Scribed by S. Baran
- Publisher
- Springer
- Year
- 2005
- Tongue
- English
- Weight
- 389 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0026-1335
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Strong consistency of Bayes estimates in
โ
Inchi Hu
๐
Article
๐
1998
๐
Elsevier Science
๐
English
โ 379 KB
Strong consistency of a sieve estimator
โ
B.B. Bhattacharyya; G.D. Richardson
๐
Article
๐
1992
๐
Elsevier Science
๐
English
โ 368 KB
A New Class of Consistent Estimators for
โ
Hong-Zhi An; Fred J Hickernell; Li-Xing Zhu
๐
Article
๐
1997
๐
Elsevier Science
๐
English
โ 349 KB
In this paper we propose a new approach for estimating the unknown parameter in the stochastic linear regressive model with stationary ergodic sequence of covariates. Under mild conditions on the joint distribution of the covariate and the error, the estimator constructed is shown to be strongly con
Correction of nonlinear orthogonal regre
โ
I. Fazekas; A. Kukush; S. Zwanzig
๐
Article
๐
2004
๐
Springer
๐
English
โ 215 KB
A nonlinear regression estimate
โ
A. P. Knopov
๐
Article
๐
1994
๐
Springer US
๐
English
โ 160 KB
A new consistent estimator for linear er
โ
S. Baran
๐
Article
๐
2001
๐
Elsevier Science
๐
English
โ 804 KB
new estimator for linear errors-in-variables models is considered that is baaed on the Fourier transform of a weight function. The consistency of the estimator is verified. Examples and simulation results are aleo presented.