Asymptotics of least-squares estimators for constrained nonlinear regression

Annals of Statistics

Volumn 24, Issue 3, 1996, Pages 1316-1326

  Wang, Jinde ^a  

^a NANJING UNIVERSITY   (China)

Author keywords

Asymptotics; LS estimator; Nonlinear constraints; Nonlinear regression; Stochastic optimization

Indexed keywords

EID: 0030488333     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1032526971     Document Type: Article

References (8)

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4. JENNRICH, R. (1969). Asymptotic properties of nonlinear least squares estimators. Ann. Math. Statist. 40 633-643.
5. LIEW, C. K. (1976). Inequality constrained least squares estimations. J. Amer. Statist. Assoc. 71 746-751.
6. NAGARAJ, N. and FULLER, W. (1991). Estimation of the parameters of linear time series models subject to nonlinear regressions. Ann. Statist. 19 1143-1154.
7. PRAKASA RAO, B. L. S. (1975). Tightness of probability measures generated by stochastic processes on metric spaces. Bull. Inst. Math. Acad. Sinica 3 353-367.
8. PRAKASA RAO, B. L. S. (1987). Asymptotic Theory of Statistical Inference. Wiley, New York.