Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model

DOI10.1016/0304-4149(88)90046-4zbMath0645.62067OpenAlexW2062700503MaRDI QIDQ1103305

V. V. Anh

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90046-4

zbMATH Keywords

iterative procedureasymptotic normalityheteroscedasticitystrong consistencynonlinear least squares estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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A convergence theorem for sums of dependent Hilbert space valued triangular arrays

Cites Work

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