© 1974 by Biometrika Trust
Exponential regression with correlated observations

Author's address: 28 Cornwall Rd Ruislip, Middlesex
The exponential regression model is considered in which the observations arise from a continuous autoregressive process such that the error increment has a normal distribution with zero mean and variance that decreases in proportion to the amount by which the expected value of the observation differs from its asymptote. Various methods of estimating the parameters are considered.
Key Words: Autoregressive process Correlated observations Exponential regression Linear and quadratie estimates Maximum likelihood estimation Nonlinear model