Acta mathematica scientia,Series A ›› 2005, Vol. 25 ›› Issue (2): 182-191.

• Articles • Previous Articles     Next Articles

Some Second Order Asymptotics in AR(q) Nonlinear Regressio n Models Based on Geometric Method 

 LIU Ying-An, HUI Bo-Cheng   

  • Online:2005-04-25 Published:2005-04-25
  • Supported by:

    国家自然科学基金(10371016)、国家社会科学基金(04BTJ002)、东南大学博士后基金和南京林业大学

Abstract:

This paper is devoted to a study on some second order  asymptotics for AR(q) nonlinear regression models based on geometric method. For these models, the authors  intr oduce an inner product in Euclid space based on Fisher information matrix and give a geometric framework i n expectation
parameter space. Based on the above geometric framework, some second order asymp totics for AR(q) nonlinear regression models are given in terms of statistical curvatures. Severa l previous results are extended to AR(q) nonlinear regression models.

Key words: AR(q) , errors,Nonlinear regression,Geometric framework, Statistical curvature,Second order asymptotics

CLC Number: 

  • 62F25
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