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

DOI10.1016/0047-259X(84)90036-8zbMath0529.62053OpenAlexW2063379987MaRDI QIDQ787626

B. L. S. Prakasa Rao

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0047-259x(84)90036-8

zbMATH Keywords

rate of convergenceleast squares estimatorstrong consistencystrong mixing processdependent errorsphi mixing

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Inference from stochastic processes (62M99)

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Cites Work

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• A note on strong consistency of least squares estimators in regression models with martingale difference errors
• Moment inequalities for mixing sequences
• An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter
• Convergence of Distributions Generated by Stationary Stochastic Processes
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Non-linear time series regression

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