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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 3, Pages 571–583
(Mi tvp3401)
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This article is cited in 27 scientific papers (total in 27 papers)
An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter
A. V. Ivanov Kiev
Abstract:
For a one-dimensional parameter non-linear regression model
$$
x_j=g_j(\theta_0)+\varepsilon_j,\qquad j\ge 1,
$$
under some assumptions about the non-random sequence $\{g_j(\theta_0)\}_{j\ge 1}$ and the random
sequence $\{\varepsilon_j\}_{j\ge 1}$, an asymptotic expansion for the distribution of the least squares estimator of $\theta_0$ is obtained.
Received: 14.02.1975
Citation:
A. V. Ivanov, “An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter”, Teor. Veroyatnost. i Primenen., 21:3 (1976), 571–583; Theory Probab. Appl., 21:3 (1977), 557–570
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https://www.mathnet.ru/eng/tvp3401 https://www.mathnet.ru/eng/tvp/v21/i3/p571
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