A note on strong consistency of least squares estimators in regression models with martingale difference errors
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Publication:1159931
DOI10.1214/aos/1176345142zbMath0476.62055OpenAlexW2079372354MaRDI QIDQ1159931
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/1176345142
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)
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