研究了误差为鞅差序列条件下的线性EV(errors-in-variables)回归模型.利用最小二乘估计方法对模型中β和θ进行估计,证明了估计量的强相合性和均方相合性,从而推广了线性EV回归模型已有的相关结论.
This paper studies linear EV (errors-in-variables) regression model under martingale difference sequence. The estimators of β and σ are obtained by using the least square method. The strong consistency and mean square consistency of β and σ are established, which extends the existing results for linear EV regression model.