Asymptotic properties in space and time of an estimator in nonlinear functional errors-in-variables models

DOI10.1515/ROSE.1999.7.4.389MaRDI QIDQ4516147zbMATHOpenAlexFDO

Authors István Fazekas, A. Kukush, Jørgen Lauridsen, Sándor Baran

Publication date 27 November 2000

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1999.7.4.389

zbMATH Keywords

asymptotic normalityconsistencyweak dependenceerrors in covariates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Asymptotic efficiency of estimating function estimators for nonlinear time series models
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• Asymptotic properties of nonlinear estimates in stochastic models with finite design space
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