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Asymptotic theory in heteroscedastic nonlinear models - MaRDI portal

Asymptotic theory in heteroscedastic nonlinear models (Q915310)

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scientific article; zbMATH DE number 4151637
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Asymptotic theory in heteroscedastic nonlinear models
scientific article; zbMATH DE number 4151637

    Statements

    Asymptotic theory in heteroscedastic nonlinear models (English)
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    1990
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    jackknife
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    heteroscedastic errors
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    consistency
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    asymptotic normality
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    least squares estimator
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    asymptotic covariance matrix
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