An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter

DOI10.1137/1121067zbMath0358.62060OpenAlexW2016024606MaRDI QIDQ4130799

Alexander V. Ivanov

Publication date: 1976

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1121067

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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