Search Results - subject:"LS‐estimator"

Robust estimation of stationary continuous‐time arma models via indirect inference

Fasen‐Hartmann, Vicky; Kimmig, Sebastian - In: Journal of Time Series Analysis 41 (2020) 5, pp. 620-651

asymptotically normally distributed LS-estimator is used in the simulation part. The indirect estimator satisfies several important …

Persistent link: https://www.econbiz.de/10012428706

Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors

Miao, Yu; Zhao, Fangfang; Wang, Ke; Chen, Yanping - In: Statistical Papers 54 (2013) 1, pp. 193-206

In this article, the asymptotic normality and strong consistency of the least square estimators for the unknown parameters in the simple linear errors in variables model are established under the assumptions that the errors are stationary negatively associated sequences. Copyright...

Persistent link: https://www.econbiz.de/10010634351

Asymptotic properties for LS estimators in EV regression model with dependent errors

Fan, Guo-Liang; Liang, Han-Ying; Wang, Jiang-Feng; Xu, … - In: AStA Advances in Statistical Analysis 94 (2010) 1, pp. 89-103

Persistent link: https://www.econbiz.de/10008515331

A Note On Derivation of the Least Squares Estimator

Im, Eric Iksoon - Department of Economics, University of Hawaii-Manoa - 1996

provide a similar derivation of the LS estimator of a parameter vector for the multiple regression model which takes only a …

Persistent link: https://www.econbiz.de/10005765396

Another look at the naive estimator in a regression model

Liski, Erkii; Wang, Song-Gui - In: Metrika 41 (1994) 1, pp. 55-64

Persistent link: https://www.econbiz.de/10005155805