Consistency of LS estimators in the EV regression model with martingale difference errors

DOI10.1080/02331888.2014.903950zbMATH Open1395.62047OpenAlexW1999019665MaRDI QIDQ5263971FDOQ5263971

Authors: Yu Miao, Yanling Wang, Haojiang Zheng 

Publication date: 20 July 2015

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2014.903950

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zbMATH Keywords

strong consistencymartingale difference sequenceweak consistencyLS estimatorEV model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

Cites Work

• An Analysis of the Total Least Squares Problem
• Title not available (Why is that?)
• Complete Convergence and the Law of Large Numbers
• Moderate deviations for LS estimator in simple linear EV regression model
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
• Some limit behaviors for the LS estimator in simple linear EV regression models
• Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments
• Complete convergence of weighted sums of martingale differences
• The loglog law for LS estimator in simple linear EV regression models
• Convergence rate for LS estimator in simple linear EV regression models

Cited In (12)

• Consistency for the LS estimator in the linear EV regression model with replicate observations
• Asymptotic properties of LS estimator in nonlinear functional EV models
• Complete consistency for the estimator of nonparametric regression model based on martingale difference errors
• Title not available (Why is that?)
• Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
• Title not available (Why is that?)
• Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
• Asymptotic normality of a simple linear EV regression model with martingale difference errors
• ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL
• Complete convergence of weighted sums of martingale differences and statistical applications
• Asymptotic for LS estimators in the EV regression model for dependent errors
• On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors

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