FAO AGRIS - International System for Agricultural Science and Technology

Conditional least squares estimation in nonstationary nonlinear stochastic regression models: asymptotic properties and examples

2012

Jacob, Christine


Bibliographic information
Other Subjects
Stochastic nonlinear regression; Heteroscedasticity; Conditional least squares estimator; Martingale difference; Branching process; Nonstationary process; Quasi-likelihood estimator; Asymptotic distribution; Submartingale; Time series
Language
English
Type
Conference Paper; Conference Part

2016-10-15
AGRIS AP