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A Proof of the Consistency of Maximum Likelihood Estimators of Nonlinear Regression Models with Autocorrelated Errors

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  • Frydman, Roman

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  • Frydman, Roman, 1980. "A Proof of the Consistency of Maximum Likelihood Estimators of Nonlinear Regression Models with Autocorrelated Errors," Econometrica, Econometric Society, vol. 48(4), pages 853-860, May.
    • Handle: RePEc:ecm:emetrp:v:48:y:1980:i:4:p:853-60
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    Cited by:

    1. Levine, David, 1983. "A remark on serial correlation in maximum likelihood," Journal of Econometrics, Elsevier, vol. 23(3), pages 337-342, December.
    2. Levine, David, 1985. "The sensitivity of MLE to measurement error," Journal of Econometrics, Elsevier, vol. 28(2), pages 223-230, May.
    3. Andreas Neuenkirch & Samy Tindel, 2014. "A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise," Statistical Inference for Stochastic Processes, Springer, vol. 17(1), pages 99-120, April.

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