Pages that link to "Item:Q634854"

The following pages link to Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854):

Displaying 14 items.

• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
• Consistency for the LS estimator in the linear EV regression model with replicate observations (Q395903) (← links)
• Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
• Asymptotics for weakly dependent errors-in-variables (Q2868778) (← links)
• Applications of Central Limit Theorems over asymptotically measurable sets: Regression Models (Q4350912) (← links)
• Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors (Q4904687) (← links)
• Central limit theorem for mean and variogram estimators in Lévy–based models (Q4968519) (← 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)
• (Q5209553) (← links)
• Consistency of LS estimators in the EV regression model with martingale difference errors (Q5263971) (← links)
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models (Q5421575) (← links)
• On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates (Q5430587) (← links)
• Complete convergence of weighted sums of martingale differences and statistical applications (Q6102223) (← links)