数学物理学报(英文版) ›› 2005, Vol. 25 ›› Issue (1): 50-58.

• 论文 • 上一篇    下一篇

CONSISTENCY OF LS ESTIMATOR IN SIMPLE
LINEAR EV REGRESSION MODELS

刘继学,陈希儒   

  1. Department of Statistics and Finance,University of Science and Technology of China,Department of Mathematics,Graduate School of Chinese Academy |of Science
  • 出版日期:2005-01-20 发布日期:2005-01-20

CONSISTENCY OF LS ESTIMATOR IN SIMPLE
LINEAR EV REGRESSION MODELS

 LIU Ji-Hua, CHEN Xi-Ru   

  • Online:2005-01-20 Published:2005-01-20

摘要:

Consistency of LS estimate of simple linear EV model is studied. It is shown
that under some common assumptions of the model, both weak and strong consistency of
the estimate are equivalent but it is not so for quadratic-mean consistency.

Abstract:

Consistency of LS estimate of simple linear EV model is studied. It is shown
that under some common assumptions of the model, both weak and strong consistency of
the estimate are equivalent but it is not so for quadratic-mean consistency.

Key words: EV model, consistency

中图分类号: 

  • 62E20