A Consistent Estimator for Linear Models with Dependent Observations

DOI10.1081/STA-200031325MaRDI QIDQ3155394zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• A consistent estimator in general functional errors-in-variables models.
• A functional central limit theorem for weakly dependent sequences of random variables
• A new class of consistent estimators for stochastic linear regressive models
• 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
• scientific article; zbMATH DE number 1005342 (Why is no real title available?)
• Mixing: Properties and examples
• Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models

Cited in

(13)

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

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