Volume no :15, Issue no: 2, June (2016)

STRONG CONSISTENCY FOR SIMPLE LINEAR EV MODEL WITH ERRORS

Author's: Di Hu and Pingyan Chen
Pages: [103] - [111]
Received Date: June 21, 2016
Submitted by:
DOI: http://dx.doi.org/10.18642/jsata_7100121678

Abstract

In the paper, the simple linear errors-in-variables (EV) model with errors is studied. Under suitable mixing coefficient rate and moment conditions, the convergence rates of strong consistency for the least square estimators of parameters in the simple linear EV model are obtained.

Keywords

simple linear errors-in-variables model, least square estimator, strong consistency, random variable.