Bhattacharyya, B. B.; Ren, J. -J.; Richardson, G. D.; … - In: Statistics & Probability Letters 65 (2003) 2, pp. 71-77
Let denote the Gauss-Newton estimator of the parameter ([alpha],[beta]) in the autoregression model Zij=[alpha]Zi-1,j+[beta]Zi,j-1-[alpha][beta]Zi-1,j-1+[var epsilon]ij. It is shown in an earlier paper that when converges in distribution to a bivariate normal random vector. A two-parameter...