Asymptotic properties of nonlinear least squares estimates in stochastic regression models

DOI10.1214/aos/1176325764zbMath0824.62054OpenAlexW1977740572MaRDI QIDQ1896244

Publication date: 12 November 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325764

zbMATH Keywords

asymptotic normality control systems strong consistency optimal experimental design martingale difference sequence nonlinear autoregressive models least squares estimate stochastic regression models linear least squares estimates martingales in Hilbert spaces

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02) Generalizations of martingales (60G48) Probability theory on linear topological spaces (60B11)

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