MDP for estimators in EV regression models with α-mixing errors
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Publication:5263972
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Cites work
- scientific article; zbMATH DE number 1419146 (Why is no real title available?)
- A Consistent Estimator for Linear Models with Dependent Observations
- Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
- Bernstein inequality and moderate deviations under strong mixing conditions
- Convergence rate for LS estimator in simple linear EV regression models
- Delta method in large deviations and moderate deviations for estimators
- Empirical likelihood confidence region for parameter in the errors-in-variables models.
- Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
- Estimation in a multivariate errors in variables regression model: Large sample results
- Moderate deviations for LS estimator in simple linear EV regression model
- Panel data from time series of cross-sections
- Strong consistency of least squares estimates in multiple regression II
- The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
- The loglog law for LS estimator in simple linear EV regression models
Cited in
(3)- Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables
- Moderate deviations of LS estimators in the linear EV regression model with martingale difference errors
- Moderate deviations for LS estimator in simple linear EV regression model
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