Strong consistency of least squares estimators in linear regression models

DOI10.1214/aos/1176345070zbMath0468.62060OpenAlexW2075462441MaRDI QIDQ1156444

Norbert Christopeit, Kurt Helmes

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345070

zbMATH Keywords

autoregressive processesmartingale difference errorsstrong consistency of least squares estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

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