Strongly consistent estimation in dependent errors-in-variables. (English) Zbl 1228.62085

Summary: An errors-in-variables (EIV) model with dependent errors is considered. The strong consistency of the total least squares (TLS) estimate for weakly dependent (\(\alpha\)- and \(\phi\)-mixing) measurements – encumbered with errors which are not necessarily stationary and identically distributed – is proved.


62J05 Linear regression; mixed models
62F12 Asymptotic properties of parametric estimators
62H12 Estimation in multivariate analysis