Conditional least squares estimation in nonstationary nonlinear stochastic regression models: asymptotic properties and examples
2012
Jacob, Christine
AGROVOC关键词
书目信息
其它主题
Stochastic nonlinear regression; Heteroscedasticity; Conditional least squares estimator; Martingale difference; Branching process; Nonstationary process; Quasi-likelihood estimator; Asymptotic distribution; Submartingale; Time series
语言
英语
类型
Conference Paper; Conference Part
2016-10-15
AGRIS AP