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Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 3491-3516 (2021).

MSC: 91G30 62P05

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Gu, Ya; Zhu, Quanmin; Nouri, Hassan

Bias compensation-based parameter and state estimation for a class of time-delay non-linear state-space models. (English) Zbl 07916916

IET Control Theory Appl. 14, No. 15, 2176-2185 (2020).

MSC: 93E10 93C43 93C10 93B10 93B15

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Ivanov, A. V.; Mitrofanova, O. V.

Consistency of the least squares estimates of trigonometric regression model parameters in the presence of linear random noise. (English) Zbl 07909325

Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 37, No. 2, 54-65 (2020).

MSC: 62J02 62G20

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Shi, Lei; Zou, Changliang

Noisy low-rank matrix completion under general bases. (English) Zbl 07851189

Stat 9, No. 1, Paper No. e303, 13 p. (2020).

MSC: 62-XX

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Guţă, M.; Kahn, J.; Kueng, R.; Tropp, J. A.

Fast state tomography with optimal error bounds. (English) Zbl 1514.81034

J. Phys. A, Math. Theor. 53, No. 20, Article ID 204001, 28 p. (2020).

MSC: 81P18 81P50

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Rasekhi, Mahdi

A study on methods for estimating the PDF and the CDF in the exponentiated gamma distribution. (English) Zbl 07552780

Commun. Stat., Simulation Comput. 49, No. 8, 1999-2013 (2020).

MSC: 62-XX

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Popiński, Waldemar

Least squares orthogonal polynomial regression estimation for irregular design. (English) Zbl 07549054

Commun. Stat., Theory Methods 49, No. 3, 631-647 (2020).

MSC: 62G08 62G20

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Jiang, Hui; Wang, Weigang

Deviation inequalities and Cramer-type moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck process of the second kind. (Chinese. English summary) Zbl 1499.62101

Sci. Sin., Math. 50, No. 7, 1007-1022 (2020).

MSC: 62F12 60F10 60G22

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Zhang, Xueling; Lu, Qiujun

Parameter estimation of multivariate regression model with fuzzy random errors. (English) Zbl 1474.62077

Chin. J. Appl. Probab. Stat. 36, No. 6, 586-604 (2020).

MSC: 62F12 62J86 62H12

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Xi, Mengmei; Wang, Rui; Yu, Wei; Shen, Yan; Wang, Xuejun

Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with \(\alpha\)-mixing errors. (English) Zbl 1465.62133

Statistics 54, No. 6, 1232-1254 (2020).

MSC: 62J12 62G20

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Shen, Jian-fei; Pang, Tian-xiao

Asymptotic inference for \(\mathrm{AR}(1)\) panel data. (English) Zbl 1474.62037

Appl. Math., Ser. B (Engl. Ed.) 35, No. 3, 265-280 (2020).

MSC: 62E20 62M10 62D20

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Found 1,659 Documents (Results 1–100)

Two-stage shrunken least squares estimator and its superiority. (English) Zbl 07905890

Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling. (English) Zbl 07903271

Efficient estimation of the Burr XII distribution in presence of progressive censored samples with binomial random removal. (English) Zbl 07902619

Connections between two classes of estimators for single-index models. (English) Zbl 07899529

Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates. (English) Zbl 07889360

Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations. (English) Zbl 07888243

Generalized ridge shrinkage estimation in restricted linear model. (English) Zbl 07876420

Large deviations for randomly weighted least squares estimator in a nonlinear regression model. (English) Zbl 07875262

A novel Bayesian framework to address unknown heteroscedasticity for the linear regression model. (English) Zbl 07868244

Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients. (English) Zbl 1541.60057

The consistency of LSE estimators in partial linear regression models under mixing random errors. (English) Zbl 07850962

Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. (English) Zbl 07830500

On a projection least squares estimator for jump diffusion processes. (English) Zbl 07819548

Effect analysis of probability estimators on parameter estimation of the three-parameter Weibull distribution. (English) Zbl 1535.62014

Minimal residual methods in negative or fractional Sobolev norms. (English) Zbl 1534.65241

Supplementary notes on the least variance ratio estimator. (English) Zbl 07808602

Optimal designs for comparing curves in regression models with asymmetric errors. (English) Zbl 07738717

A model where the least trimmed squares estimator is maximum likelihood. (English) Zbl 07913972

Asymptotic theory for regularized system identification. I: Empirical Bayes hyperparameter estimator. (English) Zbl 07810964

Inference for local parameters in convexity constrained models. (English) Zbl 07784941

Comparison of different pseudo-linear estimators for vision-based target motion estimation. (English) Zbl 1530.93520

Minimax A-, c-, and I-optimal regression designs for models with heteroscedastic errors. (English. French summary) Zbl 07759529

Estimating parameters in multichannel fundamental frequency with harmonics model. (English) Zbl 07757622

Moment convergence rate of estimators in partially linear models under AANA errors. (English) Zbl 07753906

Complete consistency for the weighted least squares estimators in semiparametric regression models. (English) Zbl 07753676

Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes. (English) Zbl 1535.60037

Nonparametric drift estimation from diffusions with correlated Brownian motions. (English) Zbl 07740033

Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models. (English) Zbl 1520.62007

Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications. (English) Zbl 07739727

Fast calibration of weak FARIMA models. (English) Zbl 07730442

An adaptive weighted least squares ratio approach for estimation of heteroscedastic linear regression model in the presence of outliers. (English) Zbl 07714511

Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes. (English) Zbl 07709793

Le Cam-Stratonovich-Boole theory for Itô diffusions. (English) Zbl 07708899

Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion. (English) Zbl 07706265

Uniform inference in linear panel data models with two-dimensional heterogeneity. (English) Zbl 07704470

Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms. (English) Zbl 07690322

On the consistency of least squares estimator in models sampled at random times driven by long memory noise: the jittered case. (English) Zbl 07688213

On the consistency of the least squares estimator in models sampled at random times driven by long memory noise: the renewal case. (English) Zbl 07688199

Statistical inference for models driven by \(n\)-th order fractional Brownian motion. (English) Zbl 07686918

Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises. (English) Zbl 1532.60098

Least squares estimators for stochastic differential equations with Markovian switching. (English) Zbl 1523.60108

How to prove optimal convergence rates for adaptive least-squares finite element methods. (English) Zbl 1515.65285

Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process. (English) Zbl 07664803

Regularized fingerprinting in detection and attribution of climate change with weight matrix optimizing the efficiency in scaling factor estimation. (English) Zbl 1527.62086

Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models. (English) Zbl 07637399

Estimating parameters in multichannel sinusoidal model. (English) Zbl 1510.94057

A fluctuation limit theorem of branching processes with immigration and statistical applications. (English) Zbl 1513.60105

Bias correction for within-group estimation of panel data models with fixed effects and sample selection. (English) Zbl 07617917

Asymptotic properties of LS estimator in nonlinear functional EV models. (English) Zbl 07596345

Least squares estimator for a class of subdiffusion processes. (English) Zbl 07565495

Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models. (English) Zbl 1490.62185

Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case. (English) Zbl 1490.62221

Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions. (English) Zbl 1487.62101

Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion. (English) Zbl 1495.60025

Asymptotic theory for a stochastic unit root model. (English) Zbl 07533616

Perturbation analysis and condition numbers for the Tikhonov regularization of total least squares problem and their statistical estimation. (English) Zbl 1486.65043

Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression. (English) Zbl 1483.62121

Estimation of semi-varying coefficient models for longitudinal data with irregular error structure. (English) Zbl 07476340

\(I_L\)-optimal designs for regression models under the second-order least squares estimator. (English) Zbl 1493.62462

Minimax robust designs for regression models with heteroscedastic errors. (English) Zbl 1493.62466

The least squares estimator of random variables under convex operators on \(L_{\mathcal{F}}^\infty (\mu)\) space. (English) Zbl 1478.62214

On the estimation bias in first-order bifurcating autoregressive models. (English) Zbl 07851282

Hazard regression with noncompactly supported bases. (English. French summary) Zbl 1492.62153

The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean. (English) Zbl 1524.62394

A study on the generalized ratio-type estimator based on the multiple regression estimator. (English) Zbl 07532247

Common breaks in means for panel data under short-range dependence. (English) Zbl 07532134

Non identification of structural change in non stationary AR(1) models. (English) Zbl 07531804

A nonparametric procedure for changepoint detection in linear regression. (English) Zbl 07530945

Least squares estimator for Ornstein-Uhlenbeck processes driven by small fractional Lévy noises. (English) Zbl 07530939

Optimal B-robust estimation for the parameters of the Marshall-Olkin extended Burr XII distribution with an application to pharmacokinetics. (English) Zbl 1483.62066

Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter. (English) Zbl 1477.62226

Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind. (English) Zbl 1515.62080

Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations. (English) Zbl 1493.62505