On multivariate nonlinear regression models with stationary correlated errors

• Published in: Journal of Statistical Planning and Inference
• Main Authors: Terdik, Gy, Rao, T Subba, Jammalamadaka, S Rao
• 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; Statistics & Probability; Antarc*; Antarctic; Antarctic Peninsula; Ice Shelves
• Online Access: https://escholarship.org/uc/item/6rz1d4b6; https://escholarship.org/content/qt6rz1d4b6/qt6rz1d4b6.pdf; https://doi.org/10.1016/j.jspi.2007.03.050

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...