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5. CONSISTENCY OF LS ESTIMATOR IN SIMPLE LINEAR EV REGRESSION MODELS

CONSISTENCY OF LS ESTIMATOR IN SIMPLE LINEAR EV REGRESSION MODELS

来源 :数学物理学报（英文版） | 被引量 : 0次 | 上传用户：wusuowei282736

【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 o

【作 者】

：

Liu Jixue CHEN Xiru 

【机 构】

：

Department of Statistics and Finance,Department of Mathematics

【出 处】

：

数学物理学报（英文版）

【发表日期】

：

2004年期

【关键词】

：

EV model consistency 

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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.

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