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Further study strong consistency of \(M\) estimator in linear model for \(\tilde \rho\)-mixing random samples. (English) Zbl 1269.93118

Summary: The strong consistency of \(M\) estimators of the regression parameters in linear models for \(\tilde \rho\)-mixing random errors under some mild conditions is established, which is an essential improvement over the relevant results in the literature on the moment conditions and mixing errors. Especially, a theorem given in Q. Y. Wu [”Strong consistency of \(M\) estimators in linear models for \(\rho\)-mixing samples”, Acta Math. Sci., Ser. A, Chin. Ed. 25, No. 1, 41-46 (2005; Zbl 1065.62507)] is improved essentially on the moment conditions.

MSC:

93E10 Estimation and detection in stochastic control theory
93C57 Sampled-data control/observation systems

Citations:

Zbl 1065.62507
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References:

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