{"title":"Confidence ellipses for simple regression parameters with strongly mixing errors","authors":"Abdelkader Elmoumen, Halima Zerouati, A. Dahmani","doi":"10.2298/fil2302591e","DOIUrl":null,"url":null,"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.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.2298/fil2302591e","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
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.