Asymptotic normality of Huber-Dutter estimators in a linear model with AR(1) processes

被引：10

作者：

Hu, Hongchang ^{[1
]}

机构：

[1] Hubei Normal Univ, Sch Math & Stat, Huangshi 435002, Peoples R China

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2013年 / 143卷 / 03期

关键词：

Linear regression model; Huber-Dutter estimator; Autoregressive processes; Asymptotic normality; REGRESSION; CONSISTENCY; VARIABLES;

D O I：

10.1016/j.jspi.2012.08.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper studies a linear regression model with first order autoregressive (AR(1)) processes. The Huber-Dutter (HD) estimators of unknown parameters are given, and the asymptotic normality of the HD estimators is investigated. An example is presented to illustrate the proposed method. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：548 / 562

页数：15

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