Strong consistency of estimates of the trend of a time series

DOI10.1007/BF01159548zbMath0457.62071OpenAlexW1991657959MaRDI QIDQ1151222

V. F. Gaposhkin

Publication date: 1980

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01159548

zbMATH Keywords

rate of convergencetime seriesleast squaresstrong consistencyestimation of trend

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

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Extensions of the Menchoff-Rademacher theorem with applications to ergodic theory

Cites Work

• Non-linear time series regression
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