On multivariate nonlinear regression models with stationary correlated errors

• Main Authors: Terdik, G, Subba Rao, T, Jammalamadaka, SR
• Format: Article in Journal/Newspaper
• Language: unknown
• Published: eScholarship, University of California 2007
• Subjects: multivariate time series; nonlinear regression estimation; Chandler Wobble; global warming; antarctic temperatures; Statistics & Probability; Statistics; Antarctic; The Antarctic; Antarctic Peninsula; Faraday; Chandler; Vernadsky Station; Antarc*; Ice Shelves
• Online Access: https://escholarship.org/uc/item/6rz1d4b6

In this paper we consider the statistical analysis of multivariate multiple nonlinear regression models with correlated errors, using Finite Fourier Transforms. Consistency and asymptotic normality of the weighted least squares estimates are established under various conditions on the regressor vari...