Question: (GNR) Section 19.6.1 notes that NLS can be used to compute an estimator that is asymptotically equivalent to the MLE for normal linear regression with

(GNR) Section 19.6.1 notes that NLS can be used to compute an estimator that is asymptotically equivalent to the MLE for normal linear regression with AR autocorrelation. Describe the application of Gauss-Newton regression (p. 359) to this problem.

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