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Strong consistency of a sieve estimator for the variance in nonlinear regression

A strongly consistent sequence of estimators of the variance of the disturbance term in a nonlinear regression model is given. This improves earlier results based on either equicontinuity or uniform convergence arguments.
Year of publication:
1992
Authors: Bhattacharyya, B. B. ; Richardson, G. D.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 2, p. 165-168
Publisher: Elsevier
Keywords: Nonlinear regression parameter estimation uniform spaces total boundedness sieves
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005074750
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