A Consistent Estimator for Linear Models with Dependent Observations

DOI10.1081/STA-200031325zbMath1217.62030OpenAlexW1974919121MaRDI QIDQ3155394

Sándor Baran

Publication date: 14 January 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-200031325

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items

Asymptotic properties for LS estimators in EV regression model with dependent errors, Consistency for the LS estimator in the linear EV regression model with replicate observations, Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors, Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors, Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments, Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors, Asymptotic properties of LS estimators in the errors-in-variables model with MD errors, MDP for estimators in EV regression models with α-mixing errors, Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes

Cites Work

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• A consistent estimator in general functional errors-in-variables models.