We study consistency and asymptotic normality of LS estimators in the EV
(errors in variables) regression model under weak dependent errors that
involve a wide range of linear and nonlinear time series. In our
investigations we use a functional dependence measure of Wu [16]. Our
results without mixing conditions complete the known asymptotic results for
independent and dependent data obtained by Miao et al. [7]-[10].
Identification of dynamic errors-in-variables bilinear systems of fractional order
