Pages that link to "Item:Q5263971"
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The following pages link to Consistency of LS estimators in the EV regression model with martingale difference errors (Q5263971):
Displaying 12 items.
- On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors (Q391833) (← links)
- Consistency for the LS estimator in the linear EV regression model with replicate observations (Q395903) (← links)
- On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors (Q527078) (← links)
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors (Q2010789) (← links)
- Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors (Q2053435) (← links)
- Asymptotic normality of a simple linear EV regression model with martingale difference errors (Q2975622) (← links)
- ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL (Q4628412) (← links)
- Asymptotic for LS estimators in the EV regression model for dependent errors (Q5020923) (← links)
- Asymptotic properties of LS estimator in nonlinear functional EV models (Q5039798) (← links)
- Complete consistency for the estimator of nonparametric regression model based on martingale difference errors (Q5079044) (← links)
- (Q5209553) (← links)
- Complete convergence of weighted sums of martingale differences and statistical applications (Q6102223) (← links)
