Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
From MaRDI portal
Publication:6181671
DOI10.1080/00949655.2023.2220157MaRDI QIDQ6181671
Yi Wu, Unnamed Author, Xue-jun Wang, Xin Deng
Publication date: 23 January 2024
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
asymptotic normalitylinear modelstrong consistency\(\varphi\)-mixing random variables\(M\) estimtors
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)
Cites Work
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