Article ID: | iaor19961869 |
Country: | Germany |
Volume: | 43 |
Issue: | 1 |
Start Page Number: | 57 |
End Page Number: | 67 |
Publication Date: | Mar 1996 |
Journal: | Metrika |
Authors: | Boutahar M., Deniau C. |
Here the authors study the least squares estimates in some regression models. They assume that the evolution of the parameter is linearly explosive (i.e. polynomial), or stable (i.e. sinusoidal). The authors prove the strong consistency, and establish the rate of convergence.