On averaging methods for identification of linear regression models

DOI10.1016/S0764-4442(01)02012-2MaRDI QIDQ2745772zbMATH OpenWikidataFDO

Authors F. Chaabane, Abderrahmen Touati

Publication date 10 October 2001

Published in Comptes Rendus de l'Académie des Sciences. Série I. Mathématique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0764-4442(01)02012-2

zbMATH Keywords

averagingweighting

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(9)

• Asymptotic properties of the LS-estimator of a Gaussian autoregressive process by an averaging method
• scientific article; zbMATH DE number 6612020 (Why is no real title available?)
• On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications
• scientific article; zbMATH DE number 35745 (Why is no real title available?)
• scientific article; zbMATH DE number 4128712 (Why is no real title available?)
• On the Averaged Stochastic Approximation for Linear Regression
• On the almost sure central limit theorem for the elephant random walk
• Strong approximations in the almost sure central limit theorem and limit behavior of the center of mass
• A note on model identification and discrimination for simple linear regression

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