Higher-Order Stochastic Expansions and Approximate Moments for Non-linear Models with Heterogeneous Observations View Full Text


Ontology type: schema:ScholarlyArticle      Open Access: True


Article Info

DATE

2021-11-18

AUTHORS

Paul Rilstone

ABSTRACT

Higher-order asymptotic theory for estimators of the parameters of non-linear models with heterogeneous observations is developed. New methods for deriving stochastic expansions and approximate first through fourth moments of these estimators are presented.

PAGES

99-120

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s40953-021-00265-9

DOI

http://dx.doi.org/10.1007/s40953-021-00265-9

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1142689545


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