Some Limit Properties of an Approximate Least Squares Estimator in a Nonlinear Regression Model with Correlated Nonzero Mean Errors

نویسنده

  • J. KALICKÁ
چکیده

A nonlinear regression model with correlated, normally distributed errors with non zero means is investigated. The limit properties of bias and the mean square error matrix of the approximate least squares estimator of regression parameters are studied.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Mean Square Error Matrix of an Approximate Least Squares Estimator in a Nonlinear Regression Model with Correlated Errors

A nonlinear regression model with correlated, normally distributed errors is investigated. The bias and the mean square error matrix of the approximate least squares estimator of regression parameters are derived and their limit properties are studied.

متن کامل

On Estimation of a Covariance Function of Stationary Errors in a Nonlinear Regression Model

The theory of estimation in a nonlinear regression model has been extensively studied by many authors (see Jennrich (1969), Rattkowsky (1983), Gallant (1987) and others). The main effort was devoted to the study of problems of estimation of unknown regression parameters by least squares method under the assumption that errors are independent and identically distributed with some unknown varianc...

متن کامل

On Estimation of a Covariance Function of Stationary Errors in a Nonlinear Regression Model

A nonlinear regression model with correlated, normally distributed stationary errors is investigated. Limit properties of an approximate estimator of an unknown covariance function of stationary errors are studied and suucient conditions under which this estimator is consistent are shown.

متن کامل

Least squares estimation of nonlinear spatial trends

The goal of this work is to study the asymptotic and finite sample properties of an estimator of a nonlinear regression function when errors are spatially correlated, and when the spatial dependence structure is unknown. The proposed method is based on a weighted nonlinear least squares approach, taking into account the spatial covariance. Weak consistency of the regression parameters estimator...

متن کامل

Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors

Wavelet analysis is one of the useful techniques in mathematics which is used much in statistics science recently. In this paper, in addition to introduce the wavelet transformation, the wavelet threshold estimation of semiparametric regression model with correlated errors with having Gaussian distribution is determined and the convergence ratio of estimator computed. To evaluate the wavelet th...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1999