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

DOI10.1080/02331888.2014.903950zbMATH Open1395.62047OpenAlexW1999019665MaRDI QIDQ5263971FDOQ5263971

Haojiang Zheng, Yanling Wang, Yu Miao

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

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 (11)

• 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
• 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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