Estimation of cusp in nonregular nonlinear regression models

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).

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Year of publication:	2004
Authors:	Prakasa Rao, B. L. S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 88.2004, 2, p. 243-251
Publisher:	Elsevier
Keywords:	Cusp Least squares process Nonlinear regression Nonregular problem Fractional Brownian motion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199466