On Estimation of a Covariance Function of Stationary Errors in a Nonlinear Regression Model
نویسنده
چکیده
A nonlinear regression model with correlated, normally distributed stationary errors is investigated. Limit properties of an approximate estimator of an unknown covariance function of stationary errors are studied and suucient conditions under which this estimator is consistent are shown.
منابع مشابه
On Estimation of a Covariance Function of Stationary Errors in a Nonlinear Regression Model
The theory of estimation in a nonlinear regression model has been extensively studied by many authors (see Jennrich (1969), Rattkowsky (1983), Gallant (1987) and others). The main effort was devoted to the study of problems of estimation of unknown regression parameters by least squares method under the assumption that errors are independent and identically distributed with some unknown varianc...
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