On the Convergence of Least Squares Estimator for Nonlinear Autoregressive Models
- Resource Type
- Conference
- Authors
- Liu, Zhaobo; Li, Chanying
- Source
- 2021 40th Chinese Control Conference (CCC) Chinese Control Conference (CCC), 2021 40th. :1389-1934 Jul, 2021
- Subject
- Computing and Processing
Robotics and Control Systems
Signal Processing and Analysis
Transportation
Convergence
Nonlinear Autoregressive Models
Strong Consistency
Least Squares
Harris Recurrent
- Language
- ISSN
- 1934-1768
This paper is concerned with the least squares estimator for a basic class of nonlinear autoregressive models, whose outputs are not necessarily to be ergodic. Several asymptotic properties of the least squares estimator have been established under mild conditions. These properties suggest the strong consistency of the least squares estimates in nonlinear autoregressive models which are not divergent.