This article is cited in 27 papers

An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter

A. V. Ivanov

Kiev

Abstract: 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.

Received: 14.02.1975

 English version: Theory of Probability and its Applications, 1977, 21:3, 557–570

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