Extending the Frisch scheme for errors-in-variables identification to correlated output noise

2008 ◽  
Vol 22 (1) ◽  
pp. 55-73 ◽  
Author(s):  
Torsten Söderström
Keyword(s):  
Errors In Variables ◽  
Output Noise

Asymptotic for LS estimators in the EV regression model for dependent errors

Filomat ◽  
2017 ◽  
Vol 31 (15) ◽  
pp. 4845-4856
Author(s):  
Konrad Furmańczyk
Keyword(s):  
Regression Model ◽  
Functional Dependence ◽  
Dependent Data ◽  
Errors In Variables ◽  
Mixing Conditions ◽  
Asymptotic Results ◽  
Dependence Measure ◽  
Wide Range ◽  
Ev Regression Model ◽  
Linear And Nonlinear

We study consistency and asymptotic normality of LS estimators in the EV (errors in variables) regression model under weak dependent errors that involve a wide range of linear and nonlinear time series. In our investigations we use a functional dependence measure of Wu [16]. Our results without mixing conditions complete the known asymptotic results for independent and dependent data obtained by Miao et al. [7]-[10].

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