Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
Author:
Funder
NNSF
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-016-0869-1.pdf
Reference29 articles.
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3. Baran S (2004) A consistency estimator for linear models with dependent observations. Commun StatTheory Methods 33(10):2469–2486
4. Chow YS (1968) Convergence of sums of squares of martingale differences. Ann Math Stat 39:123–133
5. Cui HJ (1997) Asymptotic normality of $$M$$ M -estimates in the EV model. J Syst Sci Math Sci 10(3):225–236
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