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

DOI10.15407/dopovidi2014.05.024zbMath1313.62091MaRDI 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

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

60F05: Central limit and other weak theorems

62F35: Robustness and adaptive procedures (parametric inference)