Asymptotic properties of nonlinear least squares estimates in stochastic regression models
type: Item
instance of: scholarly article
title: Asymptotic properties of nonlinear least squares estimates in stochastic regression models
zbMATH Open document ID: 0824.62054
author: Tze Leung Lai
published in: The Annals of Statistics
publication date: 1995-11-12T00:00:00Z
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60B11
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 788292
zbMATH Keywords: nonlinear autoregressive models
zbMATH Keywords: control systems
zbMATH Keywords: optimal experimental design
zbMATH Keywords: martingales in Hilbert spaces
zbMATH Keywords: martingale difference sequence
zbMATH Keywords: strong consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: least squares estimate
zbMATH Keywords: stochastic regression models
zbMATH Keywords: linear least squares estimates
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176325764
OpenAlex ID: W1977740572
DOI: 10.1214/AOS/1176325764
description: scientific article; zbMATH DE number 788292