scientific article; zbMATH DE number 978136

MaRDI QIDQ4332312zbMATH OpenFDO

Authors Ying Yang

Publication date 31 March 1997

zbMATH Keywords

asymptotic normalityempirical distributionexpectationsminimum distance Cramér-Von Mises type estimatorsphi-mixingresidualsslope parameterstrictly stationary times seriesweighted empiricals

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(5)

• Minimum distance regression-type estimates with rates under weak dependence
• Asymptotic properties of estimators of regression coefficients in linear models under phi-mixing samples with missing data
• scientific article; zbMATH DE number 45185 (Why is no real title available?)
• Asymptotics of minimum distance estimator in linear regression models under strong mixing
• Minimum distance estimation in linear regression with strong mixing errors

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