Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes

DOI10.1186/1029-242X-2014-474zbMath1346.60017WikidataQ59324450 ScholiaQ59324450MaRDI QIDQ261766

Xiong Pan, Hong Chang Hu

Publication date: 24 March 2016

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityautoregressive processesHuber-Dutter estimatorlinear errors-in-variables model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35) Stationary stochastic processes (60G10)

Related Items (1)

M-test in linear models with negatively superadditive dependent errors

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