Asymptotic properties of nonlinear estimates in stochastic models with finite design space

Luc Pronzato

Statistics & Probability Letters, 2009, vol. 79, issue 21, 2307-2313

Abstract: Under the condition that the design space is finite, new sufficient conditions for the strong consistency and asymptotic normality of the least-squares estimator in nonlinear stochastic regression models are derived. Similar conditions are obtained for the maximum-likelihood estimator in Bernoulli-type experiments. Consequences on the sequential design of experiments are pointed out.

Date: 2009
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Citations: View citations in EconPapers (4)

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