Frydman, Roman A proof of the consistency of maximum likelihood estimators of nonlinear regression models with autocorrelated errors. (English) Zbl 0441.62081 Econometrica 48, 853-860 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 6 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62F10 Point estimation 62P20 Applications of statistics to economics Keywords:proof of consistency of maximum likelihood estimators; nonlinear regression models; autocorrelated errors PDFBibTeX XMLCite \textit{R. Frydman}, Econometrica 48, 853--860 (1980; Zbl 0441.62081) Full Text: DOI