Consistency of the least-squares-estimators for linear stochastic difference equations

DOI10.1080/02331887908801469zbMath0424.62057OpenAlexW1965820918MaRDI QIDQ3859145

Joachim Bellach

Publication date: 1979

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887908801469

zbMATH Keywords

weak consistencyleast-squares estimatorstrong consistencyinhomogeneous linear stochastic difference equation system

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Sequential estimation (62L12) Stochastic analysis (60H99)

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