Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 571-583
Citer cet article
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/
@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},
year = {1976},
volume = {21},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a8/}
}
TY - JOUR
AU - A. V. Ivanov
TI - An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1976
SP - 571
EP - 583
VL - 21
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a8/
LA - ru
ID - TVP_1976_21_3_a8
ER -
%0 Journal Article
%A A. V. Ivanov
%T An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1976
%P 571-583
%V 21
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a8/
%G ru
%F TVP_1976_21_3_a8
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.
