Pages that link to "Item:Q1130391"
From MaRDI portal
The following pages link to Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms (Q1130391):
Displaying 27 items.
- Consistency for the LS estimator in the linear EV regression model with replicate observations (Q395903) (← links)
- A bias-corrected estimator for nonlinear systems with output-error type model structures (Q466486) (← links)
- Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854) (← links)
- Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms (Q1130391) (← links)
- Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms (Q1286604) (← links)
- Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
- Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors (Q1935684) (← links)
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors (Q1935687) (← links)
- Asymptotic properties of an estimator in errors-in-variables models in the presence of validation data. (Q1963126) (← 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)
- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors (Q2316718) (← links)
- Complete convergence for weighted sums of NSD random variables and its application in the EV regression model (Q2348719) (← links)
- On the Rosenthal inequality for mixing fields (Q2740383) (← links)
- Some Limit Behaviors for Linear EV Model with Replicate Observations (Q2921865) (← links)
- A Consistent Estimator for Linear Models with Dependent Observations (Q3155394) (← links)
- Extended least-correlation estimates for errors-in-variables non-linear models (Q3423784) (← links)
- (Q3473978) (← links)
- Estimation of Fixed and Random Effects in the Functional Nonlinear Errors-in-Variable Model (Q3685032) (← links)
- (Q4530428) (← links)
- Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors (Q4904687) (← links)
- Asymptotic properties of LS estimator in nonlinear functional EV models (Q5039798) (← links)
- MDP for estimators in EV regression models with α-mixing errors (Q5263972) (← links)
- (Q5465465) (← links)
- A new consistent estimator for linear errors-in-variables models (Q5948755) (← links)
- Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables (Q6116724) (← links)
- Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. (Q6204983) (← links)