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

页码：104 / 118

页数：15

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