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

The rate of convergence of the least squares estimator in a non-linear regression model with errors forming either a [phi]-mixing or strong mixing process is obtained. Strong consistency of the least squares estimator is obtained as a corollary.

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Year of publication:	1984
Authors:	Prakasa Rao, B. L. S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 14.1984, 3, p. 315-322
Publisher:	Elsevier
Keywords:	Strong consistency rate of convergence least squares non-linear regression [phi]-mixing process strong mixing process

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221595