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The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors |
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| Authors: | B. L. S. Prakasa Rao |
| Affiliation: | Indian Statistical Institute, New Delhi India |
| Abstract: | The rate of convergence of the least squares estimator in a non-linear regression model with errors forming either a φ-mixing or strong mixing process is obtained. Strong consistency of the least squares estimator is obtained as a corollary. |
| Keywords: | Strong consistency rate of convergence least squares non-linear regression φ -mixing process strong mixing process |
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