Semiparametic Nonlinear Least-Squares Estimation of Truncated Regression Models

1992 ◽  
Vol 8 (01) ◽  
pp. 52-94 ◽  
Author(s):  
Lung-Fei Lee
Keyword(s):  
Least Squares ◽  
Regression Models ◽  
Nonlinear Least Squares ◽  
Least Squares Estimation ◽  
Truncated Regression ◽  
Nonlinear Least Squares Estimation

LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY

2021 ◽  
pp. 1-23
Author(s):  
Qiying Wang
Keyword(s):  
Least Squares ◽  
Nonlinear Regression ◽  
Regression Models ◽  
Asymptotic Theory ◽  
Nonlinear Least Squares ◽  
Least Squares Estimation ◽  
Nonlinear Regression Models ◽  
Nonlinear Least Squares Estimation ◽  
New Framework

This paper develops an asymptotic theory of nonlinear least squares estimation by establishing a new framework that can be easily applied to various nonlinear regression models with heteroscedasticity. As an illustration, we explore an application of the framework to nonlinear regression models with nonstationarity and heteroscedasticity. In addition to these main results, this paper provides a maximum inequality for a class of martingales, which is of interest in its own right.

Optimal recursive iterative algorithm for discrete nonlinear least-squares estimation

1996 ◽  
Vol 19 (3) ◽  
pp. 643-649 ◽  
Author(s):  
Gordon T. Haupt ◽  
N. Jeremy Kasdin ◽  
George M. Keiser ◽  
Bradford W. Parkinson
Keyword(s):  
Least Squares ◽  
Iterative Algorithm ◽  
Nonlinear Least Squares ◽  
Least Squares Estimation ◽  
Nonlinear Least Squares Estimation
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