CONFIDENCE REGIONS IN TERMS OF STATISTICAL CURVATURE FOR AR(q) NONLINEAR REGRESSION MODELS

(整期优先)网络出版时间:2004-01-11
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ThispaperconstructsasetofconfidenceregionsofparametersintermsofstatisticalcurvaturesforAR(q)nonlinearregressionmodels.Thegeometricframeworksareproposedforthemodel.Thenseveralconfidenceregionsforparametersandparametersubsetsintermsofstatisticalcurvaturesaregivenbasedonthelikelihoodratiostatisticsandscorestatistics.Severalpreviousresults,,suchas[1]and[2]areextendedtoAR(q)nonlinearregressionmodels.