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Confidence ellipses for simple regression parameters with strongly mixing errors

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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… Click to show full 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.

Keywords: ellipses simple; confidence; mixing errors; simple regression; confidence ellipses

Journal Title: Filomat
Year Published: 2023

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