Consistency of LS estimators in the EV regression model with martingale difference errors

被引：9
|
作者：
Miao, Yu [1 ]
Wang, Yanling [1 ]
Zheng, Haojiang [1 ]
机构：
[1] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan Province, Peoples R China
来源：
STATISTICS | 2015年 / 49卷 / 01期
关键词：
EV model; strong consistency; weak consistency; LS estimator; martingale difference sequence; 62F12; 60F05;
D O I：
10.1080/02331888.2014.903950
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 paper, we consider the following simple linear errors in variables model where , , x(1), x(2),...are unknown constants (parameters) and (i), (i), i=1, 2,...are observable. The consistency of the least square estimators for the unknown parameters and is established, while the errors { E-i}, {(i)} are sequences of martingale difference. In order to obtain our results, some limit theorems for weighted sums of martingale differences are proved.
引用
收藏
页码：104 / 118
页数：15
相关论文
共 50 条
  • [1] Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
    Yu Miao
    Fangfang Zhao
    Ke Wang
    Yanping Chen
    [J]. Statistical Papers, 2013, 54 : 193 - 206
  • [2] Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
    Miao, Yu
    Zhao, Fangfang
    Wang, Ke
    Chen, Yanping
    [J]. STATISTICAL PAPERS, 2013, 54 (01) : 193 - 206
  • [3] Asymptotic for LS Estimators in the EV Regression Model for Dependent Errors
    Furmanczyk, Konrad
    [J]. FILOMAT, 2017, 31 (15) : 4845 - 4856
  • [4] ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL
    Wang, Xuejun
    Xi, Mengmei
    Wang, Hongxia
    Hu, Shuhe
    [J]. PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2018, 32 (01) : 144 - 162
  • [5] Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
    Wang, Xuejun
    Wu, Yi
    Hu, Shuhe
    [J]. ASTA-ADVANCES IN STATISTICAL ANALYSIS, 2018, 102 (01) : 41 - 65
  • [6] Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
    Xuejun Wang
    Yi Wu
    Shuhe Hu
    [J]. AStA Advances in Statistical Analysis, 2018, 102 : 41 - 65
  • [7] STRONG CONSISTENCY OF LS ESTIMATORS IN SIMPLE LINEAR EV REGRESSION MODELS WITH WOD ERRORS
    Yi Yanchun
    Chen, Pingyan
    Sung, Soo Hak
    [J]. JOURNAL OF MATHEMATICAL INEQUALITIES, 2021, 15 (04): : 1533 - 1544
  • [8] Asymptotic properties for LS estimators in EV regression model with dependent errors
    Guo-Liang Fan
    Han-Ying Liang
    Jiang-Feng Wang
    Hong-Xia Xu
    [J]. AStA Advances in Statistical Analysis, 2010, 94 : 89 - 103
  • [9] Asymptotic properties for LS estimators in EV regression model with dependent errors
    Fan, Guo-Liang
    Liang, Han-Ying
    Wang, Jiang-Feng
    Xu, Hong-Xia
    [J]. ASTA-ADVANCES IN STATISTICAL ANALYSIS, 2010, 94 (01) : 89 - 103
  • [10] The consistency for the estimator of nonparametric regression model based on martingale difference errors
    Chen, Zhiyong
    Wang, Haibin
    Wang, Xuejun
    [J]. STATISTICAL PAPERS, 2016, 57 (02) : 451 - 469
12345