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

DOI10.15407/DOPOVIDI2014.05.024zbMATH Open1313.62091OpenAlexW2560429724MaRDI QIDQ2877155FDOQ2877155

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)

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

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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)

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• 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 estimator and a test statistic in linear regression models
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• 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
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• On asymptotic distribution of Koenker-Bassett estimator of the parameter of linear regression model with strongly dependent noise
• Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise

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