Geodesic
MEAN SQUARE ERROR MATRIX OF AN APPROXIMATE LEAST SQUARES ESTIMATOR IN A NONLINEAR REGRESSION MODEL WITH CORRELATED ERRORS
Acta mathematica Universitatis Comenianae, Tome 61 (1992) no. 2 
F. Stulajter. MEAN SQUARE ERROR MATRIX OF AN APPROXIMATE LEAST SQUARES ESTIMATOR IN A NONLINEAR REGRESSION MODEL WITH CORRELATED ERRORS. Acta mathematica Universitatis Comenianae, Tome 61 (1992) no. 2. http://geodesic.mathdoc.fr/item/AMUC_1992_61_2_a11/
@article{AMUC_1992_61_2_a11,
     author = {F. Stulajter},
     title = {MEAN {SQUARE} {ERROR} {MATRIX} {OF} {AN} {APPROXIMATE} {LEAST} {SQUARES} {ESTIMATOR} {IN} {A} {NONLINEAR} {REGRESSION} {MODEL} {WITH} {CORRELATED} {ERRORS}},
     journal = {Acta mathematica Universitatis Comenianae},
     year = {1992},
     volume = {61},
     number = {2},
     url = {http://geodesic.mathdoc.fr/item/AMUC_1992_61_2_a11/}
}
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A nonlinear regression model with correlated, normally distributed errors is investigated. The bias and the mean square error matrix of the approximate least squares estimator of regression parameters are derived and their limit properties are studied.