Large deviation inequalities of LS estimator in nonlinear regression models.

In the paper, the large deviation inequalities of the LS estimator for the nonlinear regression model with martingale differences errors are established. The assumptions for the errors are (conditional) exponential integrability which weaken the bounded condition in Hu (1993). As an application, we give the large deviation inequalities of LS estimator for the simple Michaelis–Menten model. [ABSTRACT FROM AUTHOR]