The paper continues the authors’ work (Freise et al. The adaptive Wynn-algorithm in generalized linear models with univariate response. arXiv:1907.02708, 2019) on the adaptive Wynn algorithm in a nonlinear regression model. In the present paper the asymptotics of adaptive least squares...

This paper presents a new random weighting method to estimation of the stable exponent. Assume that <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$X_1, X_2, \ldots ,X_n$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo>,</mo> <msub> <mi>X</mi> <mn>2</mn> </msub> <mo>,</mo> <mo>...</mo> <mo>,</mo> <msub> <mi>X</mi> <mi>n</mi> </msub> </mrow> </math> </EquationSource> </InlineEquation> is a sequence of independent and identically distributed random variables with <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$\alpha $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi mathvariant="italic">α</mi> </math> </EquationSource> </InlineEquation>-stable distribution G, where <InlineEquation ID="IEq3"> <EquationSource...</equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>

A vector autoregression with deterministic terms and with no restrictions to its characteristic roots is considered. Strong consistency results and also some weak convergence results are given for a number of least squares statistics. These statistics are related to the denominator matrix of the...

A vector autoregression with deterministic terms with no restrictions to its characteristic roots is considered. Strong consistency results and also some weak convergence results are given for a number of least squares statistics. These statistics are related to the denominator matrix of the...