Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors. Issue 1 (2nd January 2017)
- Record Type:
- Journal Article
- Title:
- Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors. Issue 1 (2nd January 2017)
- Main Title:
- Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
- Authors:
- Yang, Wenzhi
Wang, Yiwei
Hu, Shuhe - Abstract:
- ABSTRACT: In this paper, we investigate the non linear regression model when the errors are strong mixing. Some probabilityinequalities of the least-squares estimator are presented by using moment information of errors. Meanwhile, for some p > 2, two examples are given when errors satisfy sup n ≥ 1 E | ξ n | p = ∞ and sup n ≥ 1 E | ξ n | p < ∞, respectively. Then, the complete consistency of the least-squares estimator is obtained.
- Is Part Of:
- Communications in statistics. Volume 46:Issue 1(2017)
- Journal:
- Communications in statistics
- Issue:
- Volume 46:Issue 1(2017)
- Issue Display:
- Volume 46, Issue 1 (2017)
- Year:
- 2017
- Volume:
- 46
- Issue:
- 1
- Issue Sort Value:
- 2017-0046-0001-0000
- Page Start:
- 165
- Page End:
- 175
- Publication Date:
- 2017-01-02
- Subjects:
- Least-squares estimator -- Non linear regression model -- Strong mixing sequence.
62J02 -- 62F12
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2014.988261 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 14240.xml