Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments
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Cites work
- scientific article; zbMATH DE number 52749 (Why is no real title available?)
- scientific article; zbMATH DE number 1232374 (Why is no real title available?)
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- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 918103 (Why is no real title available?)
- A Consistent Estimator for Linear Models with Dependent Observations
- Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
- Asymptotic properties for LS estimators in EV regression model with dependent errors
- Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
- Central limit theorem for linear processes
- Complete convergence for \(\alpha{}\)-mixing sequences
- Consistency of LS estimator in simple linear EV regression models
- Convergence of stochastic processes
- Convergence rate for LS estimator in simple linear EV regression models
- Large deviations and idempotent probability
- Maximal inequalities for partial sums of \(\rho\)-mixing sequences
- Moderate deviations for LS estimator in simple linear EV regression model
- On the central limit theorem for sums of dependent random variables
- Panel data from time series of cross-sections
- Some limit behaviors for the LS estimator in simple linear EV regression models
- Strong law of large numbers and complete convergence for sequences of φ-mixing random variables
- 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
(15)- The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
- On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates
- Asymptotic normality of LS estimators in the simple linear EV regression model with PA errors
- Consistency for the LS estimator in the linear EV regression model with replicate observations
- Complete convergence of weighted sums of martingale differences and statistical applications
- Asymptotic for LS estimators in the EV regression model for dependent errors
- Central limit theorem for mean and variogram estimators in Lévy–based models
- New multivariate central limit theorems in linear structural and functional error-in-variables models
- Applications of Central Limit Theorems over asymptotically measurable sets: Regression Models
- Asymptotic properties for LS estimators in EV regression model with dependent errors
- Consistency of LS estimators in the EV regression model with martingale difference errors
- Asymptotics for weakly dependent errors-in-variables
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
- scientific article; zbMATH DE number 7156015 (Why is no real title available?)
- Asymptotic properties of LS estimator in nonlinear functional EV models
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