Asymptotic theory of least squares estimator of a nonlinear time series regression model
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Publication:5283850
DOI10.1080/03610929608831684zbMath0875.62113OpenAlexW2044947529MaRDI QIDQ5283850
Publication date: 3 February 1997
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929608831684
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
- Asymptotic theory of least squares estimator of a particular nonlinear regression model
- Asymptotic theory of nonlinear least squares estimation
- The estimation of frequency
- On frequency estimation
- Asymptotic Properties of Non-Linear Least Squares Estimators
- On the estimation of a harmonic component in a time series with stationary independent residuals
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