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Description
  • We consider behaviour of M-estimators of regression coefficients. A simple derivation of its weak consistency is presented together with a rate of consistency. Derivation is made under general asymptotic stationary conditions required on the error term. The L2-convergence is the main tool for proving the statements. Our results cover the cases of ARMA, ARCH, GARCH, etc. error term. Also cases if the error term is attracted to ARMA, ARCH, GARCH process are covered with the paper. Moreover, investigation of random and deterministic covariates is done in one general scheme. These two cases are not separated.
  • We consider behaviour of M-estimators of regression coefficients. A simple derivation of its weak consistency is presented together with a rate of consistency. Derivation is made under general asymptotic stationary conditions required on the error term. The L2-convergence is the main tool for proving the statements. Our results cover the cases of ARMA, ARCH, GARCH, etc. error term. Also cases if the error term is attracted to ARMA, ARCH, GARCH process are covered with the paper. Moreover, investigation of random and deterministic covariates is done in one general scheme. These two cases are not separated. (en)
Title
  • Weak consistency of estimators in linear regression model
  • Weak consistency of estimators in linear regression model (en)
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  • Weak consistency of estimators in linear regression model
  • Weak consistency of estimators in linear regression model (en)
skos:notation
  • RIV/00216208:11320/12:10125846!RIV13-GA0-11320___
http://linked.open...avai/riv/aktivita
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  • I, P(GAP402/12/0558)
http://linked.open...iv/cisloPeriodika
  • 1
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  • 180767
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  • RIV/00216208:11320/12:10125846
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  • L2-convergence; rate of consistency; weak consistency; linear regression model; Estimator (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • SK - Slovenská republika
http://linked.open...ontrolniKodProRIV
  • [9C80EA5CBEF6]
http://linked.open...i/riv/nazevZdroje
  • Tatra Mountains Mathematical Publications
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  • 51
http://linked.open...iv/tvurceVysledku
  • Lachout, Petr
http://linked.open...ain/vavai/riv/wos
  • 000314254900010
issn
  • 1210-3195
number of pages
http://bibframe.org/vocab/doi
  • 10.2478/v10127-012-0010-3
http://localhost/t...ganizacniJednotka
  • 11320
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