Asymptotic properties of least-squares estimates in stochastic regression models
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Publication:1068496
DOI10.1214/aos/1176349751zbMath0582.62062OpenAlexW1999245242MaRDI QIDQ1068496
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349751
martingalesleast-squares estimatesstochastic regression modelsStrong consistencyfixed-width interval estimation
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