Asymptotic properties of nonlinear least squares estimates in stochastic regression models (Q1896244)

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Asymptotic properties of nonlinear least squares estimates in stochastic regression models
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    Asymptotic properties of nonlinear least squares estimates in stochastic regression models (English)
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    12 November 1995
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    nonlinear autoregressive models
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    control systems
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    optimal experimental design
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    martingales in Hilbert spaces
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    martingale difference sequence
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    strong consistency
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    asymptotic normality
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    least squares estimate
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    stochastic regression models
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    linear least squares estimates
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