Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors
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Publication:2877155
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
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)