摘要
This paper is devoted to a study of geometric properties of AR(q) nonlinear regression models. We present geometric frameworks for regression parameter space and autoregression parameter space respectively based on the weighted inner product by fisher information matrix. Several geometric properties related to statistical curvatures are given for the models. The results of this paper extended the work of Bates & Watts(1980,1988)[1.2] and Seber & Wild (1989)[3].
This paper is devoted to a study of geometric properties of AR(q) nonlinear regression models. We present geometric frameworks for regression parameter space and autoregression parameter space respectively based on the weighted inner product by fisher information matrix. Several geometric properties related to statistical curvatures are given for the models. The results of this paper extended the work of Bates & Watts(1980,1988) [1,2] and Seber & Wild(1989) [3].
基金
Supported by the NSSFC(02BTJ001)
Supported by the NSSFC(04BTJ002)
Supported by the Grant for Post-Doctorial Fellows in Southeast University
关键词
非线性衰退模型
几何学
道具
衰退参数
信息矩阵
基因结构
nonlinear regression model
AR(q) errors
geometric framework
statistical curvature
Fisher information matrix
