The strong consistency of M estimators of the regression parameters in linear models for ρ-mixing random errors under some mild conditions is established, which is an essential improvement over the relevant results i...The strong consistency of M estimators of the regression parameters in linear models for ρ-mixing random errors under some mild conditions is established, which is an essential improvement over the relevant results in the literature on the moment conditions and mixing errors. Especially, Theorem of Wu （2005） is improved essentially on the moment conditions.展开更多
基金This research is supported by the National Natural Science Foundation of China under Grant No. 11061012, the Support Program of the New Century Guangxi China Ten-hundred-thousand Talents Project under Grant No. 2005214, and the Guangxi, China Science Foundation under Grant No. 0991081.
文摘The strong consistency of M estimators of the regression parameters in linear models for ρ-mixing random errors under some mild conditions is established, which is an essential improvement over the relevant results in the literature on the moment conditions and mixing errors. Especially, Theorem of Wu （2005） is improved essentially on the moment conditions.
