Abstract

The paper studies a linear errors-in-variables model with first order autoregressive processes. The Huber-Dutter (HD) estimators of unknown parameters are given, and the asymptotic normality of the HD estimators is investigated. Finally, a simple example is given to illustrate our estimation method.

MSC: 60F05, 60G10, 62F35, 62M10, 60G42.

Details

Title
Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
Author
Hu, Hongchang; Pan, Xiong
Pages
1-25
Publication year
2014
Publication date
Nov 2014
Publisher
Springer Nature B.V.
ISSN
10255834
e-ISSN
1029242X
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
1718101513
Copyright
The Author(s) 2014