题目：Nonlinear Regression with Nonstationarity and Heteroscedasticity
报告人：Professor Qiying Wang (澳大利亚，悉尼大学教授)
【摘要】This paper develops an asymptotic theory of nonlinear least squares estimation by establishing a new framework that can be easily applied to various nonlinear regression models with heteroscedasticity. This paper explores an application of the framework to nonlinear regression models with nonstationarity and heteroscedasticity. In addition to these main results, this paper provides a maximum inequality for a class of martingales and establishes some new results on convergence to a local time and convergence to a mixture of normal distributions.
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