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Strong consistency in nonlinear stochastic regression models

Name: Strong consistency in nonlinear stochastic regression models
Creator: Skouras, K.
Keywords: martingale, 05 social sciences, least squares estimator, 01 natural sciences, Time series, auto-correlation, regression, etc. in statistics (GARCH), 0502 economics and business, General nonlinear regression, 62M10, 62J02, 60F15

Strong consistency in nonlinear stochastic regression models.

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 May 2000Publisher:Institute of Mathematical StatisticsJournal:The Annals of Statistics, volume 28 (issn: 0090-5364,

Authors: Skouras, K.;

doi: 10.1214/aos/1015952002

Strong consistency in nonlinear stochastic regression models

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Abstract

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Keywords

martingale, least squares estimator, Time series, auto-correlation, regression, etc. in statistics (GARCH), General nonlinear regression, 62M10, 62J02, 60F15, Consistency, 62F12, Asymptotic properties of parametric estimators, stochastic regression

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