... b”+,=h(s,>? (2.42) where h is a vector-valued function implicitly defined by (2.37). By a Taylor Ch. 6: Non -linear Regression Models 341 converges almost surely to a non-stochastic function ... corresponding to (2.9). [The method of proof used in Amemiya (1974) is slightly different.] Using a Taylor expansion of f(a) around (~c, we obtain the approxima- tion $sr(alW) = $dP wu + f (c-q, ... y, = OL, + (Y~COS& + cr,sin&t + u,, (3.9) assumption (3.8) does not hold and yet b is strongly consistent if we assume (3.4) and 0 < /?a < T. In fact, T(fi - &) converges to...