TY - JOUR
T1 - Strong Consistency of $M$ Estimator in Linear Model for $\widetilde{φ}$-Mixing Samples
AU - Wang , Xuejun
AU - Hu , Shuhe
AU - Ling , Jimin
AU - Wei , Yunfei
AU - Chen , Zhuqiang
JO - Communications in Mathematical Research 
VL - 1
SP - 32
EP - 40
PY - 2021
DA - 2021/05
SN - 29
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/cmr/19026.html
KW - $\widetilde{φ}$-mixing sample, $M$ estimator, strong consistency.
AB - <p style="text-align: justify;">The strong consistency of $M$ estimator of regression parameter in linear
model for $\widetilde{φ}$-mixing samples is discussed by using the classic Rosenthal type inequality.
We get the strong consistency of $M$ estimator under lower moment condition, which
generalizes and improves the corresponding ones for independent sequences.</p>