Asymptotic properties of LS estimator in nonlinear functional EV models

Yu Miao and Yuhang Zhen

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 21, 7575-7606

Abstract: In this paper, we study the least squares estimator in nonlinear functional errors-in-variables models with dependent error, and establish the consistency and deviation inequalities of the estimator, which extend and improve some known results.

Date: 2022
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DOI: 10.1080/03610926.2021.1875242

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