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

被引:0
作者
Hongchang Hu
Xiong Pan
机构
[1] Hubei Normal University,School of Mathematics and Statistics
[2] China University Geosciences,Faculty of Information Engineering
来源
Journal of Inequalities and Applications | / 2014卷
关键词
linear errors-in-variables model; Huber-Dutter estimator; autoregressive processes; asymptotic normality;
D O I
暂无
中图分类号
学科分类号
摘要
The paper studies a linear errors-in-variables model with first order autoregressive processes. The Huber-Dutter (HD) estimators of unknown parameters are given, and the asymptotic normality of the HD estimators is investigated. Finally, a simple example is given to illustrate our estimation method.
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