Prakasa Rao, B. L. S. (1984) The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors Journal of Multivariate Analysis, 14 (3). 315-322 . ISSN 0047-259X
Full text not available from this repository.
Official URL: http://linkinghub.elsevier.com/retrieve/pii/004725...
Related URL: http://dx.doi.org/10.1016/0047-259X(84)90036-8
Abstract
The rate of convergence of the least squares estimator in a non-linear regression model with errors forming either a φ-mixing or strong mixing process is obtained. Strong consistency of the least squares estimator is obtained as a corollary.
Item Type: | Article |
---|---|
Source: | Copyright of this article belongs to Elsevier Science. |
Keywords: | Strong Consistency; Rate of Convergence; Least Squares; Non-linear Regression; φ-mixing process; Strong Mixing Process; 62J02; 62F12; 62M99 |
ID Code: | 37923 |
Deposited On: | 26 Apr 2011 10:26 |
Last Modified: | 26 Apr 2011 10:26 |
Repository Staff Only: item control page