Title of article
Asymptotic properties for M-estimators in linear models with dependent random errors
Author/Authors
Fan، نويسنده , , Jun and Yan، نويسنده , , Ailing and Xiu، نويسنده , , Naihua، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2014
Pages
18
From page
49
To page
66
Abstract
In this paper, we make use of the technique of martingales to establish the moderate deviations and strong Bahadur representations for M-estimators of the regression parameter in a linear model when the errors form a type of Markov chain. As an application, we obtain a law of the iterated logarithm for the estimators.
Keywords
M-estimators , Linear model , Moderate deviations , Strong Bahadur representation , Law of the iterated logarithm
Journal title
Journal of Statistical Planning and Inference
Serial Year
2014
Journal title
Journal of Statistical Planning and Inference
Record number
2222610
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