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

被引：9

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

共 50 条

[41] LOCAL ASYMPTOTIC NORMALITY OF MULTIVARIATE ARMA PROCESSES WITH A, LINEAR TREND
GAREL, B
HALLIN, M
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1995, 47 (03) : 551 - 579
[42] ASYMPTOTIC NORMALITY OF SOME ESTIMATORS IN A FIXED-DESIGN SEMIPARAMETRIC REGRESSION MODEL WITH LINEAR TIME SERIES ERRORS
Jinhong YOU (University of Regina
Journal of Systems Science & Complexity, 2004, (04) : 511 - 522
[43] Asymptotic statistical properties of AR spectral estimators for processes with mixed spectra
Lau, SS
Sherman, PJ
White, LB
IEEE TRANSACTIONS ON INFORMATION THEORY, 2002, 48 (04) : 909 - 917
[44] Asymptotic statistics of AR spectral estimators for processes containing mixed spectrum
Sherman, P
White, L
Spanjaard, J
Bitmead, R
8TH IEEE SIGNAL PROCESSING WORKSHOP ON STATISTICAL SIGNAL AND ARRAY PROCESSING, PROCEEDINGS, 1996, : 48 - 51
[45] Asymptotic normality of extreme value estimators on C[0,1]
Einmahl, John H. J.
Lin, Tao
ANNALS OF STATISTICS, 2006, 34 (01): : 469 - 492
[46] ASYMPTOTIC NORMALITY OF THE SPECTRAL DENSITY ESTIMATORS FOR ALMOST PERIODICALLY CORRELATED STOCHASTIC-PROCESSES
LESKOW, J
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1994, 52 (02) : 351 - 360
[47] On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model
Ziegler, K
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2003, 115 (01) : 123 - 144
[48] THE ASYMPTOTIC NORMALITY OF THE KOENKERBASSETT ESTIMATORS OF PARAM- ETERS OF A NONLINEAR REGRESSION MODEL
Ivanov, O. V.
Orlovskii, I. V.
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2005, 72 : 30 - 41
[49] Moments of AR(1)-model estimators
Vrbik, J
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2005, 34 (03) : 595 - 600
[50] Asymptotic normality of local polynomial estimators of density function derivatives for strong mixing real processes
Tenreiro, C
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1999, 328 (11): : 1085 - 1088

← 1 2 3 4 5 →