Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments

DOI10.1016/j.jkss.2010.12.002zbMath1219.62044MaRDI QIDQ634854

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

zbMATH Keywords

asymptotic normality; martingale differences; \(\alpha \)-mixing; \(m\)-dependent; \(\phi\)-mixing; \(\rho \)-mixing

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

60F05: Central limit and other weak theorems