A new class of consistent estimators for stochastic linear regressive models

DOI10.1006/jmva.1997.1704zbMath0884.62095OpenAlexW2025050402MaRDI QIDQ1375109

Fred J. Hickernell, Hong-Zhi An, Li Xing Zhu

Publication date: 7 April 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1704

zbMATH Keywords

robustnessasymptotic normalityconsistent estimatorautoregressive modelstochastic regressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (3)

A Consistent Estimator for Linear Models with Dependent Observations ⋮ Asymptotic properties of least squares estimation with fuzzy observations ⋮ A new consistent estimator for linear errors-in-variables models

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• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

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