A Consistent Estimator for Linear Models with Dependent Observations

DOI10.1081/STA-200031325zbMATH Open1217.62030OpenAlexW1974919121MaRDI QIDQ3155394FDOQ3155394

Authors: Sándor Baran 

Publication date: 14 January 2005

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-200031325

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• scientific article; zbMATH DE number 1866535

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Linear regression; mixed models (62J05)

Cites Work

• Mixing: Properties and examples
• A functional central limit theorem for weakly dependent sequences of random variables
• Title not available (Why is that?)
• A new consistent estimator for linear errors-in-variables models
• Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
• A consistent estimator in general functional errors-in-variables models.
• Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models
• A new class of consistent estimators for stochastic linear regressive models

Cited In (13)

• Consistency for the LS estimator in the linear EV regression model with replicate observations
• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
• Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments
• MDP for estimators in EV regression models with α-mixing errors
• Asymptotic normality of LS estimators in the simple linear EV regression model with PA errors
• Consistency of adaptive estimators on the basis of correlated observations
• Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
• Asymptotic properties for LS estimators in EV regression model with dependent errors
• Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
• Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
• Consistent regression using data-dependent coverings
• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
• A new consistent estimator for linear errors-in-variables models

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