Estimation in nonlinear regression with Harris recurrent Markov chains
Work
Year: 2016
Type: article
Abstract: In this paper, we study parametric nonlinear regression under the Harris recurrent Markov chain framework. We first consider the nonlinear least squares estimators of the parameters in the homoskedast... more
Source: The Annals of Statistics
Authors Degui Li, Dag Tjøstheim, Jiti Gao
Cites: 34
Cited by: 12
Related to: 10
FWCI: 1.462
Citation percentile (by year/subfield): 92.51
Subfield: Finance
Domain: Social Sciences
Open Access status: hybrid