Abstract
In this paper, we consider the following simple linear errors-in-variables regression model:
where θ and β are the unknown parameters, ηi, ξi’s are observable and xi’s are unobservable. We assume the error variables {(ε1, δi), 1≤i≤n} form a L2 stationary α-mixing sequences. In this paper, we obtained the moderate deviation principles for the least-square estimators of the unknown parameters θ and β.
Acknowledgements
The author is very grateful to the editor, associate editor and anonymous referee for helpful comments and suggestions, which have improved the presentation of the paper. This research is supported by the National Natural Science Foundation of China (NSFC) (Grant No.11171262) and ‘the Fundamental Research Funds for the Central Universities’ (Grant No.2012201020201).