Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766): Difference between revisions

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-Hong Chang Hu
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+Hong Chang Hu
@@ Property / author: Hong Chang Hu / rank @@
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+MaRDI publication profile
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+Q59324450
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+Asymptotic normality of Huber-Dutter estimators in a linear model with AR(1) processes
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+Asymptotics of regressions with stationary and nonstationary residuals.
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+Adjusted estimates and Wald statistics for the AR(1) model with constant
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+Q4884570
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+Moderate deviations for LS estimator in simple linear EV regression model
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+Some limit behaviors for the LS estimator in simple linear EV regression models
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+The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
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+Consistency of LS estimator in simple linear EV regression models
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+Empirical likelihood confidence region for parameter in the errors-in-variables models.
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+Time series: theory and methods
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+A Consistent Estimator for Linear Models with Dependent Observations
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+Asymptotic properties for LS estimators in EV regression model with dependent errors
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+Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments
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+Robust Line Estimation with Errors in Both Variables
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+Are robust estimation methods useful in the structural errors-in- variables model?
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+Robust estimation in the errors-in-variables model
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+Robust Statistics
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+Bootstrapping robust estimates of regression
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+Shrinkage estimation for linear regression with ARMA errors
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+On linear models with long memory and heavy-tailed errors
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+Consistency and normality of Huber-Dutter estimators for partial linear model
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+Asymptotic normality of p-norm estimators in multiple regression
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