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    CONVERGENCE RATES OF ERROR VARIANCE ESTIMATES UNDER φ-MIXING ERROR IN LINEAR MODELS
    Lei Xue
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    Abstract:
    In this paper,we study the convergence rates of error variance estimates under (?)-mixingerror in linear models.Under the weak confinement for mixing rates,our results are consis-tent with corresponding results in the independent case.
    Keywords:
    Error Analysis
    Topics:
    Probability and Risk Models
    Statistical Methods and Inference
    Nonlinear Differential Equations Analysis
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    Chinese Journal of Applied Probability and Statisties (2004)
    Hen J
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