Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors
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Publication:1757996
DOI10.1007/s10114-011-9188-6zbMath1257.62076MaRDI QIDQ1757996
Publication date: 7 November 2012
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-011-9188-6
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
60F10: Large deviations
Related Items
Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors, Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors, Asymptotic properties of M estimators in classical linear models with φ -mixing random errors, Bahadur representations of M-estimators and their applications in general linear models, Asymptotic property of \(M\) estimator in classical linear models under dependent random errors, Pseudo-maximum likelihood estimators in linear regression models with fractional time series, An exponential inequality and its application to \(M\) estimators in multiple linear models, Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process, Asymptotic properties for M-estimators in linear models with dependent random errors, On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors
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