Strong consistency of least squares estimators in regression with correlated disturbances

DOI10.1214/aos/1176345476zbMath0477.62048OpenAlexW2065323135MaRDI QIDQ1161016

Victor Solo

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aos/1176345476

zbMATH Keywords

method of subsequences

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Strong limit theorems (60F15)

Related Items (7)

Bootstrap of linear model with AR-error structure ⋮ Binned modified cross–validation with dependent errors ⋮ Strong consistency of the general rank estimator ⋮ Stochastic approximation with dependent noise ⋮ The strong consistency of M-estimators in linear models ⋮ Consistency in least-squares estimation: A Bayesian approach ⋮ Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors

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