On multivariate nonlinear regression models with stationary correlated errors
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...
Published in: | Journal of Statistical Planning and Inference |
---|---|
Main Authors: | , , |
Format: | Article in Journal/Newspaper |
Language: | English |
Published: |
eScholarship, University of California
2007
|
Subjects: | |
Online Access: | http://www.escholarship.org/uc/item/6rz1d4b6 |