Strong convergence for weighted sums of (, )-mixing random variables and application to simple linear EV regression model
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Cites work
- scientific article; zbMATH DE number 3502497 (Why is no real title available?)
- scientific article; zbMATH DE number 6746149 (Why is no real title available?)
- Asymptotic properties for LS estimators in EV regression model with dependent errors
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
- Complete Convergence and the Law of Large Numbers
- Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models
- Complete convergence for weighted sums of NA sequences
- Complete convergence for weighted sums of \(\rho \ast \)-mixing random variables
- Complete convergence of martingale arrays
- Consistency properties for the estimators of partially linear regression model under dependent errors
- Convergence rates in the weak law of large numbers for weighted sums of i.i.d. random variables and applications in errors-in-variables models
- Empirical likelihood confidence region for parameter in the errors-in-variables models.
- Equivalent conditions of complete convergence and complete moment convergence for END random variables
- Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
- Limiting behavior of weighted sums of negatively associated random variables
- Multilinear forms and measures of dependence between random variables
- On complete convergence and complete moment convergence for weighted sums of \(\rho^\ast\)-mixing random variables
- Panel data from time series of cross-sections
- Strong and weak consistency of least squares estimators in simple linear EV regression models
- Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions
- Strong consistency of LS estimators in simple linear EV regression models with WOD errors
- Strong convergence for weighted sums of widely orthant dependent random variables and applications
- Strong convergence theorems of weighted sum for \((\alpha,\beta)\) mixing sequences
- Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
- Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
- Strong limit theorems for \((\alpha,\beta)\)-mixing random variable sequences
- Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models
- The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
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