Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations

Annals of the Institute of Statistical Mathematics

Volumn 56, Issue 2, 2004, Pages 251-264

  Wang, Lihong ^a  

^a NANJING UNIVERSITY   (China)

Author keywords

Asymptotic efficient; Asymptotic property; Equality and inequality constraints; Least absolute deviation estimation; Least squares estimation; Long range dependence; Nonlinear regression

Indexed keywords

ASYMPTOTIC STABILITY; ERROR ANALYSIS; GAUSSIAN NOISE (ELECTRONIC); LEAST SQUARES APPROXIMATIONS; LINEAR EQUATIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; NONLINEAR PROGRAMMING; PROBLEM SOLVING;

ASYMPTOTIC EFFICIENT; ASYMPTOTIC PROPERTY; LEAST ABSOLUTE DEVIATION ESTIMATION; LONG-RANGE DEPENDENCE; NONLINEAR REGRESSION;

REGRESSION ANALYSIS;

EID: 4644363280     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02530544     Document Type: Article

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