Asymptotic theory of least squares estimator of a nonlinear time series regression model

Communications in Statistics - Theory and Methods

Volumn 25, Issue 1, 1996, Pages 133-141

  Kundu, Debasis ^a   Mitra, Amit ^a  

^a INDIAN INSTITUTE OF TECHNOLOGY KANPUR   (India)

Author keywords

Asymptotic normality; Consistent estimator; Least squares estimator; Non linear regression

Indexed keywords

EID: 0001585405     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831684     Document Type: Article

References (6)

1. Hannan, E.J. (1973) "The Estimation of Frequency", Journal of Applied Probability, 10, 510-519.
2. Jennrich, R.I. (1969) "Asymptotic Properties of Non-Linear Least Squares Estimation", Annals of Mathematical Statistics, 40, 633-643.
3. Kundu, D. (1993) "Asymptotic Theory of Least Squares Estimator of a Particular Non-Linear Regression Model", Statistics and Probability Letters, 18, 13-17.
4. Rice,J.A and Rosenblatt,M. (1988) "On Frequency Estimation", Biometrika 75, 477-484.
5. Walker, A.M. (1971) "On the Estimation of a Harmonic Component in a Time Series with Stationary Independent Residuals", Biometrika, 58, 21-36.
6. Wu, C.F.J. (1981) "Asymptotic Theory of Non-Linear Least Squares Estimation", Annals of Statistics, 9, 501-513.