Asymptotic results for parametric estimation in inadequate two phases regression models
1991
We study the asymptotic properties, consistency, asymptotic normality, of the least squares estimator in a non linear regression problem. The model uses a parametric class Л of functions, but we do not assume that the unknown function belongs to that class. Л is here a class of continuous functions with a discontinuity in the first derivative. The problem of making a choice between two classes of that type is also studied.
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