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

DOI10.15407/DOPOVIDI2014.05.024MaRDI QIDQ2877155zbMATH OpenOpenAlexFDO

Authors I. V. Orlovs'kyĭ, O. V. Ivanov

Publication date 21 August 2014

Published in Dopovidi Natsional'noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

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

zbMATH Keywords

consistencylinear regressionestimatorasymptotic normweakly dependent random noise

Mathematics Subject Classification ID

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

Recommendations

• Asymptotic normality of linear regression parameter estimator in the case of random regressors
• Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise
• Weak consistency of M-estimate in linear regression models with weakly dependent errors
• On asymptotic distribution of Koenker-Bassett estimator of the parameter of linear regression model with strongly dependent noise
• scientific article; zbMATH DE number 2169740

Cited in

(11)

• Infill asymptotics inside increasing domains for the least squares estimator in linear models
• Consistency of Konker-Bassett estimators in linear regression model
• Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs
• Asymptotic distribution of least squares estimator and a test statistic in linear regression models
• scientific article; zbMATH DE number 7340851 (Why is no real title available?)
• Asymptotic normality of the least squares estimate in trigonometric regression with strongly dependent noise
• SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR
• Asymptotic normality of linear regression parameter estimator in the case of random regressors
• On asymptotic distribution of Koenker-Bassett estimator of the parameter of linear regression model with strongly dependent noise
• scientific article; zbMATH DE number 3894254 (Why is no real title available?)
• Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2877155)