Asymptotic results for inadequate nonlinear models with heteroscedastic variances

DOI10.1080/02522667.1997.10699329zbMath0888.62065OpenAlexW1997531778MaRDI QIDQ4366343

Sultan Al Salkhadi

Publication date: 19 November 1997

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1997.10699329

zbMATH Keywords

weak and strong consistencyweighted least squares estimatorsheteroscedastic variancesinadequate models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

Cites Work

• Robust estimation in heteroscedastic linear models
• Estimation for a linear regression model with unknown diagonal covariance matrix
• Maximum likelihood and least squares estimators for a non-linear model with heterogeneous variances
• Asymptotic Properties of Non-Linear Least Squares Estimators
• The Consistency of Nonlinear Regressions

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