Estimation in nonlinear regression with Harris recurrent Markov chains
DOI10.1214/15-AOS1379zbMath1349.62380arXiv1609.04237OpenAlexW2519660010MaRDI QIDQ342665
Degui Li, Dag Tjøstheim, 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 distributionnonlinear regressionleast squares estimationintegrable function\(\beta\)-null recurrent Markov chainasymptotically homogeneous functionHarris recurrence
Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Markov processes: estimation; hidden Markov models (62M05)
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