Li, Degui; Tjøstheim, Dag; Gao, Jiti - Department of Econometrics and Business Statistics, … - 2012
In this paper, we study parametric nonlinear regression under the Harris recurrent Markov chain framework. We first consider the nonlinear least squares estimators of the parameters in the homoskedastic case, and establish asymptotic theory for the proposed estimators. Our results show that the...
