NONLINEAR LEAST SQUARES ESTIMATION
In this paper we shall develop an iterative method of solution of the least squares equations which has the following properties: (a) the computational procedure is convergent for finite N; (b) the resulting estimators are asymptotically 100 % efficient as N -> oc. In Sections 2-4 we give a survey of our results leaving the mathematical proofs to Sections 5-7 whilst in Section 8 we illustrate our method with an example. Although our theoretical development is oriented towards our specific goals certain results are proved in a somewhat more general form. Some of our theory will be seen to correspond to well known theorems on stochastic limits which have to be reproved because of certain modifications which we require. 2. The formulation of the large sample theory of the least square point estimator. The estimation of 0 by nonlinear least squares (here identical with maxi