Asymptotic properties of the complex valued non-linear regression model |
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Authors: | Debasis Kundu |
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Institution: | Department of Mathematics , Indian Institute of Technology, Kanpur , Kanpur, PIN, 208016, India |
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Abstract: | The non-linear regression model, when the parameters are complex valued is considered here. Jennrich(1969) considered the non-linear regression model when the parameters are real valued. He first rigorously proved the existence of the least square estimator and showed its consistency properties and asymptotic normality. In this paper we generalise the idea for the com-plex parameters case. Large sample properties of the proposed estimator has been studied. |
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Keywords: | Non-linear regression Consistent Estimator |
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