Estimation in nonlinear regression with Harris recurrent Markov chains
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Publication:342665
DOI10.1214/15-AOS1379zbMath1349.62380arXiv1609.04237MaRDI QIDQ342665
Dag Tjøstheim, Degui Li, J. T. Gao
Publication date: 18 November 2016
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.04237
asymptotic distribution; nonlinear regression; least squares estimation; integrable function; \(\beta\)-null recurrent Markov chain; asymptotically homogeneous function; Harris recurrence
62F12: Asymptotic properties of parametric estimators
62J02: General nonlinear regression
62M05: Markov processes: estimation; hidden Markov models