Confidence ellipses for simple regression parameters with strongly mixing errors-Reference-Cited by-同舟云学术

Confidence ellipses for simple regression parameters with strongly mixing errors

Published:2023 Issue:2 Volume:37 Page:591-613
ISSN:0354-5180
Container-title:Filomat
language:en
Short-container-title:Filomat

Author:

Elmoumen Abdelkader¹,Zerouati Halima²,Dahmani Abdelnasser³

Affiliation:

1. Faculty of Science and Technology, University of Tamenghasset, Algeria

2. Laboratoire de Mathématiques Appliquées, Faculté des Sciences Exactes, Université de Bejaia, Bejaia, Algérie

3. Laboratoire de Mathématiques Appliquées, Faculté des Sciences Exactes, Université de Bejaia, Bejaia, Algérie and University of Tamenghasset, Algeria

Abstract

In this work, we establish exponential inequalities which allow us to construct confidence regions, characterized by ellipses, for the least squares estimates of the parameters in the case of a linear regression model with ?-mixing errors.

Publisher

National Library of Serbia

Subject

General Mathematics

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