A consistent estimator for nonlinear regression models |
| |
| Authors: | S. Baran |
| |
| Affiliation: | (1) Faculty of Informatics, University of Debrecen, P. O. Box 12, H-4010 Debrecen, Hungary |
| |
| Abstract: | In this paper an estimator for the general (nonlinear) regression model with random regressors is studied which is based on the Fourier transform of a certain weight function. Consistency and asymptotic normality of the estimator are established and simulation results are presented to illustrate the theoretical ones.Supported by the Hungarian National Science Foundation OTKA under Grants No. F 032060/2000 and F 046061/2004 and by the Bolyai Grant of the Hungarian Academy of Sciences.Received October 2003 |
| |
| Keywords: | Nonlinear regression consistency asymptotic normality strong mixing Fourier transform |
| 本文献已被 SpringerLink 等数据库收录！ |
