Confidence ellipses for simple regression parameters with strongly mixing errors
نویسندگان
چکیده
In this work, we establish exponential inequalities which allow us to construct confidence regions, characterized by ellipses, for the least squares estimates of parameters in case a linear regression model with ?-mixing errors.
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ژورنال
عنوان ژورنال: Filomat
سال: 2023
ISSN: ['2406-0933', '0354-5180']
DOI: https://doi.org/10.2298/fil2302591e