Estimation of cusp in nonregular nonlinear regression models

B. L. S. Prakasa Rao

Journal of Multivariate Analysis, 2004, vol. 88, issue 2, 243-251

Abstract: The asymptotic properties of the least squares estimator of the cusp in some nonlinear nonregular regression models is investigated via the study of the weak convergence of the least squares process generalizing earlier results in Prakasa Rao (Statist. Probab. Lett. 3 (1985) 15).

Keywords: Cusp; Least; squares; process; Nonlinear; regression; Nonregular; problem; Fractional; Brownian; motion (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (4)

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