• Title of article

    Asymptotic normality of Huber–Dutter estimators in a linear model with AR(1) processes

  • Author/Authors

    Hu، نويسنده , , Hongchang، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2013
  • Pages
    15
  • From page
    548
  • To page
    562
  • Abstract
    The paper studies a linear regression model with first order autoregressive (AR(1)) processes. The Huber–Dutter (HD) estimators of unknown parameters are given, and the asymptotic normality of the HD estimators is investigated. An example is presented to illustrate the proposed method.
  • Keywords
    linear regression model , Huber–Dutter estimator , Autoregressive processes , Asymptotic normality
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    2013
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    2222260

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=2222260