Consistency of LS estimators in the EV regression model with martingale difference errors
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Publication:5263971
DOI10.1080/02331888.2014.903950zbMath1395.62047OpenAlexW1999019665MaRDI QIDQ5263971
Haojiang Zheng, Yan-Ling Wang, Yu Miao
Publication date: 20 July 2015
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2014.903950
Asymptotic properties of parametric estimators (62F12) Martingales with discrete parameter (60G42) Strong limit theorems (60F15)
Related Items (7)
Asymptotic properties of LS estimator in nonlinear functional EV models ⋮ Complete consistency for the estimator of nonparametric regression model based on martingale difference errors ⋮ Complete convergence of weighted sums of martingale differences and statistical applications ⋮ ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL ⋮ Asymptotic properties of LS estimators in the errors-in-variables model with MD errors ⋮ Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors ⋮ Asymptotic for LS estimators in the EV regression model for dependent errors
Cites Work
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- An Analysis of the Total Least Squares Problem
- Some limit behaviors for the LS estimator in simple linear EV regression models
- Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments
- Convergence rate for LS estimator in simple linear EV regression models
- Complete convergence of weighted sums of martingale differences
- Moderate deviations for LS estimator in simple linear EV regression model
- The loglog law for LS estimator in simple linear EV regression models
- The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
- Complete Convergence and the Law of Large Numbers
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