Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors

被引：26

作者：

Miao, Yu ^{[1
]}

Zhao, Fangfang ^{[1
]}

Wang, Ke ^{[1
]}

Chen, Yanping ^{[1
]}

机构：

[1] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China

来源：

STATISTICAL PAPERS | 2013年 / 54卷 / 01期

基金：

中国国家自然科学基金;

关键词：

EV model; Asymptotic normality; Strong consistency; LS estimator; Negatively associated sequence; RANDOM-VARIABLES; WEIGHTED SUMS; CONVERGENCE; LAW;

D O I：

10.1007/s00362-011-0418-x

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：

In this article, the asymptotic normality and strong consistency of the least square estimators for the unknown parameters in the simple linear errors in variables model are established under the assumptions that the errors are stationary negatively associated sequences.

引用

页码：193 / 206

页数：14

共 50 条

[31] Yule–Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
Abdelouahab Bibi
Abdelhakim Aknouche
Statistical Methods and Applications, 2010, 19 : 1 - 30
[32] Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors
Samura, Sallieu Kabay
Wang, Xuejun
Wu, Yi
Zhang, Fei
STOCHASTIC MODELS, 2025, 41 (01) : 38 - 57
[33] Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
Bibi, Abdelouahab
Aknouche, Abdelhakim
STATISTICAL METHODS AND APPLICATIONS, 2010, 19 (01) : 1 - 30
[34] Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models
Bibi, Abdelouahab
Lescheb, Ines
STATISTICS & PROBABILITY LETTERS, 2010, 80 (19-20) : 1532 - 1542
[35] Asymptotic normality of estimators in heteroscedastic errors-in-variables model
Jing-Jing Zhang
Han-Ying Liang
Amei Amei
AStA Advances in Statistical Analysis, 2014, 98 : 165 - 195
[36] Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
Aiting Shen
Statistical Papers, 2019, 60 : 1193 - 1206
[37] ASYMPTOTIC NORMALITY OF M-ESTIMATES IN THE EV MODEL
CUI Hengjian(Department of Mathematics
SystemsScienceandMathematicalSciences, 1997, (03) : 225 - 236
[38] Strong Consistency of Estimators in a Partially Linear Model with Asymptotically Almost Negatively Associated Errors
Zhang, Yu
Liu, Xinsheng
Sief, Mohamed
DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2020, 2020
[39] The consistency for the estimators of semiparametric regression model based on weakly dependent errors
Wang, Xuejun
Deng, Xin
Xia, Fengxi
Hu, Shuhe
STATISTICAL PAPERS, 2017, 58 (02) : 303 - 318
[40] Asymptotic Normality for Wavelet Estimators in Heteroscedastic Semiparametric Model with Random Errors
Liwang Ding
Ping Chen
Qiang Zhang
Yongming Li
Journal of Systems Science and Complexity, 2020, 33 : 1212 - 1243

← 1 2 3 4 5 →