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

DOI10.1007/BF02932721MaRDI QIDQ4184077zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3434984 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Non-linear regression for multiple time-series
• Non-linear time series regression
• Relations between Weak and Uniform Convergence of Measures with Applications
• The Consistency of Nonlinear Regressions

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