相依误差下非线性模型的M估计

The M-Estimation of Nonlinear Models under Dependent Errors

对于非线性模型Yi=f（xi,θ）+ei,i=1,2,…n.当（ei，i=1，2，…，n｝为α混合序列时，本文在适当条件下证明了θ的M估计量具有一致相合性和渐近正态性。

Consider the nonlinear regression model yi= f(xi,θ) +ei for i=1, 2, …,n. Here {ei,i = 1, 2, …,n } are α-mixing sequences. Under some appropriate conditions, we prove the strong consistency and asymptotic normality of the M-estimation of θ.