Asymptotic for LS Estimators in the EV Regression Model for Dependent Errors

被引：6
|
作者：
Furmanczyk, Konrad [1 ]
机构：
[1] Warsaw Univ Life Sci SGGW, Dept Appl Math, Nowoursynowska 159, PL-02776 Warsaw, Poland
来源：
FILOMAT | 2017年 / 31卷 / 15期
关键词：
EV model; LS estimator; dependent errors; TIME-SERIES; CONSISTENCY;
D O I：
10.2298/FIL1715845F
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We study consistency and asymptotic normality of LS estimators in the EV (errors in variables) regression model under weak dependent errors that involve a wide range of linear and nonlinear time series. In our investigations we use a functional dependence measure of Wu [16]. Our results without mixing conditions complete the known asymptotic results for independent and dependent data obtained by Miao et al. [7]-[10].
引用
收藏
页码：4845 / 4856
页数：12
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