Asymptotic theory of least squares estimator of a particular nonlinear regression model
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Cited by:
- Bansal, Naveen K. & Hamedani, G. G. & Zhang, Hao, 1999. "Non-linear regression with multidimensional indices," Statistics & Probability Letters, Elsevier, vol. 45(2), pages 175-186, November.
- Kim, Tae Soo & Kim, Hae Kyung & Hur, Sun, 2002. "Asymptotic properties of a particular nonlinear regression quantile estimation," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 387-394, December.
- Katkovnik, Vladimir, 1997. "Nonparametric estimation of the time-varying frequency and amplitude," Statistics & Probability Letters, Elsevier, vol. 35(4), pages 307-315, November.
- Pramesti Getut, 2023. "Parameter least-squares estimation for time-inhomogeneous Ornstein–Uhlenbeck process," Monte Carlo Methods and Applications, De Gruyter, vol. 29(1), pages 1-32, March.
- Juan R. A. Bobenrieth & Eugenio S. A. Bobenrieth & Andrés F. Villegas & Brian D. Wright, 2022. "Estimation of Endogenous Volatility Models with Exponential Trends," Mathematics, MDPI, vol. 10(15), pages 1-27, July.
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Keywords
Consistency least squares estimator non-linear regression;Statistics
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