Confidence ellipses for simple regression parameters with strongly mixing errors

Pub Date : 2023-01-01 DOI:10.2298/fil2302591e
Abdelkader Elmoumen, Halima Zerouati, A. Dahmani
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Abstract

In this work, we establish exponential inequalities which allow us to construct confidence regions, characterized by ellipses, for the least squares estimates of the parameters in the case of a linear regression model with ?-mixing errors.
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具有强烈混合误差的简单回归参数的置信椭圆
在这项工作中,我们建立了指数不等式,使我们能够在具有混合误差的线性回归模型的情况下,为参数的最小二乘估计构建以椭圆为特征的置信区域。
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