Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors
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Publication:1757996
DOI10.1007/s10114-011-9188-6zbMath1257.62076OpenAlexW2148637583MaRDI QIDQ1757996
Publication date: 7 November 2012
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-011-9188-6
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Large deviations (60F10)
Related Items (10)
Bahadur representations of M-estimators and their applications in general linear models ⋮ Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors ⋮ Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process ⋮ Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors ⋮ Asymptotic properties of M estimators in classical linear models with φ -mixing random errors ⋮ Asymptotic properties for M-estimators in linear models with dependent random errors ⋮ An exponential inequality and its application to \(M\) estimators in multiple linear models ⋮ Asymptotic property of \(M\) estimator in classical linear models under dependent random errors ⋮ On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors ⋮ Pseudo-maximum likelihood estimators in linear regression models with fractional time series
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