ON ESTIMATION OF A COVARIANCE FUNCTION OF STATIONARY ERRORS IN A NONLINEAR REGRESSION MODEL
F. STULAJTER
Abstract.
A nonlinear regression model with correlated, normally distributed stationary errors is investigated. Limit properties of an approximate estimator of an unknown covariance function of stationary errors are studied and sufficient conditions under which this estimator is consistent are shown.
AMS subject classification.
Keywords.
Nonlinear regression, least squares estimator, residuals, correlated errors, covariance function estimation
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