Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors

DOI10.15407/dopovidi2014.05.024zbMath1313.62091OpenAlexW2560429724MaRDI QIDQ2877155

Igor V. Orlovskyi, Alexander V. Ivanov

Publication date: 21 August 2014

Published in: Reports of the National Academy of Sciences of Ukraine (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15407/dopovidi2014.05.024

zbMATH Keywords

consistency linear regression estimator asymptotic norm weakly dependent random noise

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35)

This page was built for publication: Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors