Asymptotic behavior of least squares estimators for nonlinear autoregressive models.

Zhaobo Liu Chanying Li

Published in: Sci. China Inf. Sci. (2023)

Keyphrases

least squares
autoregressive model
sparse linear
nonlinear least squares
asymptotic properties
robust estimators
robust estimation
rates of convergence
policy evaluation
parameter estimation
principal component analysis
graphical models
wavelet domain
autoregressive