Moderate deviations of LS estimators in the linear EV regression model with martingale difference errors

MaRDI QIDQ5210247zbMATH OpenFDO

Authors Yanghua Bai, Xia Chen, Li Yan

Publication date 22 January 2020

zbMATH Keywords

least square estimatelinear EV modelmartingale difference sequencemoderate deviations principle

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Point estimation (62F10)

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Cited in

(5)

• Moderate deviations for LS estimator in simple linear EV regression model
• Some limit behaviors for linear EV model with replicate observations
• Asymptotic normality of a simple linear EV regression model with martingale difference errors
• Consistency of LS estimators in the EV regression model with martingale difference errors
• Moderate deviations and the law of iterated logarithm for LSE in linear model

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