An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 571-583

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For a one-dimensional parameter non-linear regression model $$ x_j=g_j(\theta_0)+\varepsilon_j,\qquad j\ge 1, $$ under some assumptions about the non-random sequence $\{g_j(\theta_0)\}_{j\ge 1}$ and the random sequence $\{\varepsilon_j\}_{j\ge 1}$, an asymptotic expansion for the distribution of the least squares estimator of $\theta_0$ is obtained.
@article{TVP_1976_21_3_a8,
     author = {A. V. Ivanov},
     title = {An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {571--583},
     publisher = {mathdoc},
     volume = {21},
     number = {3},
     year = {1976},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a8/}
}
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A. V. Ivanov. An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 571-583. http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a8/