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These include  \\[  X_ t=\\{\\psi +\\pi \\exp (-\\gamma X^ 2_{t-1})\\}X_{t-1}+e_ t,  \\]  where the \\(e_ t\\) sequence is i.i.d. \\(N(0,\\sigma^ 2)\\);  \\[  X_ t=\\sum^{p}_{1}(a_ i+b_{ti})X_{t- i}+e_ t  \\]  where the vector \\(b_ t'=(b_{t1},...,b_{tp})\\) is i.i.d. and totally independent of \\(e_ t\\). The estimation is to be by minimizing a function \\(Q_ n(\\beta_ i,X_ 1,...,X_ n)\\) where \\(\\beta\\) is the parameter vector, e.g. \\(\\psi\\), \\(\\pi\\), \\(\\gamma\\), \\(\\sigma^ 2\\) in the first example.    It is shown how the asymptotic properties of the estimate of \\(\\beta\\) may be found via familiar Taylor series expansion techniques under suitable conditions. 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