Strong consistency of non-linear least squares estimators in the presence of stochastic regressors

DOI10.1007/BF02932721zbMATH Open0399.62025OpenAlexW188846014MaRDI QIDQ4184077FDOQ4184077

Authors: Friedrich Schmid 

Publication date: 1978

Published in: Statistische Hefte (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02932721

zbMATH Keywords

Strong ConsistencyStationary SequenceNonlinear RegressionIndependent Identically Distributed ErrorsLeast- Squares EstimationStochastic Regressors

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Strong limit theorems (60F15)

Cites Work

• Relations between Weak and Uniform Convergence of Measures with Applications
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Title not available (Why is that?)
• Non-linear time series regression
• Non-linear regression for multiple time-series
• The Consistency of Nonlinear Regressions
• Title not available (Why is that?)

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