Geodesic
Confidence ellipses for simple regression parameters with strongly mixing errors
Filomat, Tome 37 (2023) no. 2, p. 591

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DOI

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 α-mixing errors.
DOI : 10.2298/FIL2302591E
Classification : 62J02
Keywords: Regression, α−mixing random data, Confidence ellipses 
Abdelkader Elmoumen; Halima Zerouati; Abdelnasser Dahmani. Confidence ellipses for simple regression parameters with strongly mixing errors. Filomat, Tome 37 (2023) no. 2, p. 591 . doi: 10.2298/FIL2302591E
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     title = {Confidence ellipses for simple regression parameters with strongly mixing errors},
     journal = {Filomat},
     pages = {591 },
     year = {2023},
     volume = {37},
     number = {2},
     doi = {10.2298/FIL2302591E},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2302591E/}
}
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