On Estimation of a Covariance Function of Stationary Errors in a Nonlinear Regression Model

  • F.
  • Published 1994

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 suucient conditions under which this estimator is consistent are shown. 

Topics

Cite this paper

@inproceedings{F1994OnEO, title={On Estimation of a Covariance Function of Stationary Errors in a Nonlinear Regression Model}, author={F.}, year={1994} }