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

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

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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

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