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Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors - MaRDI portal

Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors (Q2920027)

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scientific article; zbMATH DE number 6098008
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English
Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors
scientific article; zbMATH DE number 6098008

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    Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors (English)
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    23 October 2012
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    asymptotic normality
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    least-squares estimator
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    \(\alpha\)-mixing
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    weighted least-squares estimator
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