Theory of Probability and Mathematical Statistics
Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise
A.V. Ivanov
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Abstract: Exponential bounds for probabilities of large deviations of nonlinear regression parameter least squares estimate in the models with jointly strictly sub-Gaussian random noise are obtained.
Keywords: .Large deviations, least squares estimate, nonlinear regression, discrete white sub-Gaussian noise, spectral density
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