Asymptotic theory of least squares estimator of a particular nonlinear regression model. (English) Zbl 0783.62045
Summary: The consistency and asymptotic normality of the last squares estimator are derived for a particular nonlinear regression model, which does not satisfy the standard sufficient conditions of R. I. Jennrich [Ann. Math. Stat. 40, 633-643 (1969; Zbl 0193.472)] or C.-F. Wu [Ann. Stat. 9, 501-513 (1981; Zbl 0475.62050)], under the assumption of normal errors.
References:
| [1] | Hannan, E. J., The estimation of frequency, J. Appl. Probab., 510-519 (1973) · Zbl 0271.62122 |
| [2] | Jennrich, R. I., Asymptotic properties of non-linear least squares estimation, Ann. Math. Statist., 40, 633-643 (1969) · Zbl 0193.47201 |
| [3] | Rice, J. A.; Rosenblatt, M., On frequency estimation, Biometrika, 75, 477-484 (1988) · Zbl 0654.62077 |
| [4] | Wu, C. F.J., Asymptotic theory of non-linear least squares estimation, Ann. Statist., 9, 501-513 (1981) · Zbl 0475.62050 |
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