Asymptotic properties of LS estimators in the errors-in-variables model with MD errors

Cites Work

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Convergence Rates in the Law of Large Numbers
Complete Convergence and the Law of Large Numbers
Panel data from time series of cross-sections
Asymptotic properties for LS estimators in EV regression model with dependent errors
Sufficient and necessary conditions of complete convergence for weighted sums of PNQD random variables
Consistency of LS estimator in simple linear EV regression models
Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
Complete convergence and complete moment convergence for martingale difference sequence
On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models
Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
A Consistent Estimator for Linear Models with Dependent Observations
A Combinatorial Lemma and Its Application to Probability Theory
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Convergence rates in the strong law of large numbers for martingale difference sequences
On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
On a Theorem of Hsu and Robbins
Complete convergence for moving average process of martingale differences
A law of large numbers for identically distributed martingale differences
Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances
Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
Convergence of Sums of Squares of Martingale Differences
Complete convergence of weighted sums of martingale differences
Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
Consistency of LS estimators in the EV regression model with martingale difference errors
Complete convergence for weighted sums of negatively dependent random variables
On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions

Cited In (8)

Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models
On the grouped LSE under an errors-in-variables model
Strong convergence for weighted sums of \((\alpha, \beta)\)-mixing random variables and application to simple linear EV regression model
Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications
Strong consistency of LS estimator in simple linear EV regression models

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