The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors

DOI10.1016/0047-259X(84)90036-8zbMath0529.62053MaRDI QIDQ787626

B. L. S. Prakasa Rao

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

rate of convergence; least squares estimator; strong consistency; strong mixing process; dependent errors; phi mixing

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J02: General nonlinear regression

62M99: Inference from stochastic processes

Related Items

Weak convergence of lease squares process in the smooth case, Asymptotic theory of least squares estimator in a nonregular nonlinear regression model, On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors, On asymptotic normality in nonlinear regression, Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms, Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms, Estimation of cusp in nonregular nonlinear regression models., Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors, Consistency for the least squares estimator in nonlinear regression model

Cites Work

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• Non-linear time series regression