The class of nonlinear stochastic regression models includes most of the linear and nonlinear models used in time series, stochastic control and stochastic approximation schemes. The consistency of ...
The Annals of Statistics, Vol. 10, No. 1 (Mar., 1982), pp. 154-166 (13 pages) Strong consistency and asymptotic normality of least squares estimates in stochastic regression models are established ...