CONSISTENCY OF LS ESTIMATOR IN SIMPLE LINEAR EV REGRESSION MODELS

• 作 者: 刘继学 陈希孺
• 机 构: DepartmentofStatisticsandFinance,DepartmentofMathematics
• 出 处: 数学物理学报：B辑英文版
• 发表日期: 2005年1期
• 关键词: 一致性 简单线性EV模型 LS估计 数理统计 均方值 EV model consistency

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.