Strong consistency of the least squares estimator in regression models with adaptive learning

DOI10.1214/19-EJS1558zbMath1418.62268OpenAlexW2771940063WikidataQ128038453 ScholiaQ128038453MaRDI QIDQ2414505

Michael Massmann, Norbert Christopeit

Publication date: 17 May 2019

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1555466480

zbMATH Keywords

adaptive learningalmost sure convergenceordinary least squaresnon-stationary regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10)

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