Asymptotic properties of M estimators in classical linear models with φ -mixing random errors

DOI10.1080/00949655.2023.2220157MaRDI QIDQ6181671zbMATH OpenFDO

Authors Xin Deng, Yi Wu, Xuejun Wang

Publication date 23 January 2024

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitystrong consistencylinear model\(\varphi\)-mixing random variables\(M\) estimtors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)

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