Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise-Reference-Cited by-同舟云学术

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Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise

Published:2018 Issue:2 Volume:5 Page:191-206
ISSN:2351-6054
Container-title:Modern Stochastics: Theory and Applications
language:en
Short-container-title:

Author:

Ivanov Alexander V.^ORCID,Orlovskyi Igor V.^ORCID

Publisher

VTeX

Subject

Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Reference16 articles.

1. A large deviation result for the least squares estimators in nonlinear regression;Stochastic Process and their Applications,1993

2. The large deviation for the least squares estimator of nonlinear regression model based on WOD errors;J. Inequal. Appl.,2016

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Large deviation inequalities of Bayesian estimator in nonlinear regression models;Statistical Inference for Stochastic Processes;2022-10-29

2. Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model;Communications in Statistics - Theory and Methods;2020-01-20

3. On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models;Statistical Inference for Stochastic Processes;2019-09-12

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