Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments
DOI10.1016/J.JKSS.2010.12.002zbMATH Open1219.62044OpenAlexW2013709799MaRDI QIDQ634854FDOQ634854
Authors: Juan-Miguel Gracia 
Publication date: 17 August 2011
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2010.12.002
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asymptotic normalitymartingale differences\(\alpha \)-mixing\(m\)-dependent\(\phi\)-mixing\(\rho \)-mixing
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)
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Cited In (15)
- Consistency of LS estimators in the EV regression model with martingale difference errors
- Consistency for the LS estimator in the linear EV regression model with replicate observations
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
- Applications of Central Limit Theorems over asymptotically measurable sets: Regression Models
- The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
- Asymptotic properties of LS estimator in nonlinear functional EV models
- Asymptotics for weakly dependent errors-in-variables
- Asymptotic normality of LS estimators in the simple linear EV regression model with PA errors
- Asymptotic properties for LS estimators in EV regression model with dependent errors
- New multivariate central limit theorems in linear structural and functional error-in-variables models
- Title not available (Why is that?)
- Complete convergence of weighted sums of martingale differences and statistical applications
- On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates
- Central limit theorem for mean and variogram estimators in Lévy–based models
- Asymptotic for LS estimators in the EV regression model for dependent errors
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