The large deviation results for the nonlinear regression model with dependent errors

• Wenzhi Yang ^[1] ; Zhangrui Zhao ^[1] ; Xinghui Wang ^[1] ; Shuhe Hu ^[1]
  1. [1] Anhui University

     Anhui University

     China

     
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 26, Nº. 2, 2017, págs. 261-283
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • In this paper, we investigate the least squares (LS) estimator of the nonlinear regression model based on the extended negatively dependent errors which are widely dependent structures. Under the general conditions, we establish some large deviation results for the LS estimator of the nonlinear regression parameter, which can be applied to obtain a weak uniform consistency and a complete convergence rate for this estimator. In addition, some examples and simulations are presented for illustration.