Strong consistency of non-linear least squares estimators in the presence of stochastic regressors

DOI10.1007/BF02932721zbMath0399.62025OpenAlexW188846014MaRDI QIDQ4184077

Friedrich Schmid

Publication date: 1978

Published in: Statistische Hefte (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02932721

zbMATH Keywords

Strong ConsistencyStationary SequenceNonlinear RegressionStochastic RegressorsIndependent Identically Distributed ErrorsLeast- Squares Estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Strong limit theorems (60F15)

Cites Work

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• Asymptotic Properties of Non-Linear Least Squares Estimators
• The Consistency of Nonlinear Regressions
• Non-linear time series regression
• Non-linear regression for multiple time-series
• Relations between Weak and Uniform Convergence of Measures with Applications

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