Asymptotic properties of LS estimator in nonlinear functional EV models

DOI10.1080/03610926.2021.1875242MaRDI QIDQ5039798zbMATH OpenOpenAlexFDO

Authors Yu Miao, Yuhang Zhen

Publication date 4 October 2022

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

Full work available at URL https://doi.org/10.1080/03610926.2021.1875242

zbMATH Keywords

\(\alpha\)-mixingconsistencydeviation inequalityleast squares estimatormartingale differencenonlinear EV model

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Cites work

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Cited in

(4)

• scientific article; zbMATH DE number 5670785 (Why is no real title available?)
• Asymptotic for LS estimators in the EV regression model for dependent errors
• scientific article; zbMATH DE number 7156015 (Why is no real title available?)
• Complete convergence of weighted sums of martingale differences and statistical applications

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