Asymptotic normality of a simple linear EV regression model with martingale difference errors

DOI10.2298/FIL1409817FzbMath1474.62033MaRDI QIDQ2975622

Guo-Liang Fan, Tianheng Chen

Publication date: 11 April 2017

Published in: Filomat (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityleast square estimatormartingale differencesimple linear EV model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Martingales with continuous parameter (60G44)

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