Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model
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Publication:1103305
DOI10.1016/0304-4149(88)90046-4zbMath0645.62067OpenAlexW2062700503MaRDI QIDQ1103305
Publication date: 1988
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(88)90046-4
iterative procedureasymptotic normalityheteroscedasticitystrong consistencynonlinear least squares estimator
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