Asymptotic normality of Huber-Dutter estimators in a linear model with AR(1) processes

作者：Hu Hongchang^*

来源：Journal of Statistical Planning and Inference, 2013, 143(3): 548-562.

DOI：10.1016/j.jspi.2012.08.012

• Linear regression model
• Huber-Dutter estimator
• Autoregressive processes
• Asymptotic normality

The paper studies a linear regression model with first order autoregressive (AR(1)) processes. The Huber-Dutter (HD) estimators of unknown parameters are given, and the asymptotic normality of the HD estimators is investigated. An example is presented to illustrate the proposed method.

• 出版日期2013-3
• 单位湖北师范大学