Confidence ellipses for simple regression parameters with strongly mixing errors
In this work, we establish exponential inequalities which allow us to construct confidence regions, characterized by ellipses, for the least squares estimates of the parameters in the case of a linear regression model with ?-mixing errors.
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| Veröffentlicht in: | Filomat 2023, Vol.37 (2), p.591-613 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | In this work, we establish exponential inequalities which allow us to
construct confidence regions, characterized by ellipses, for the least
squares estimates of the parameters in the case of a linear regression model
with ?-mixing errors. |
|---|---|
| ISSN: | 0354-5180 2406-0933 |
| DOI: | 10.2298/FIL2302591E |