Asymptotic for LS estimators in the EV regression model for dependent errors
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Publication:5020923
DOI10.2298/FIL1715845FzbMath1499.62100OpenAlexW2570077718WikidataQ130050609 ScholiaQ130050609MaRDI QIDQ5020923
Publication date: 7 January 2022
Published in: Filomat (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2298/fil1715845f
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05)
Related Items (3)
Asymptotic properties of LS estimator in nonlinear functional EV models ⋮ Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications ⋮ Weak convergence for weighted sums of a class of random variables with related statistical applications
Cites Work
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- On linear processes with dependent innovations
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
- A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
- Limit theorems for iterated random functions
- Consistency of LS estimators in the EV regression model with martingale difference errors
- The loglog law for LS estimator in simple linear EV regression models
- The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
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