Consistency of the LSE in Linear regression with stationary noise

DOI10.4064/cm100-1-5zbMath1047.62067OpenAlexW2070341621MaRDI QIDQ4821118

Michael Lin, Guy Cohen, Arkady Tempelman

Publication date: 7 October 2004

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.540.5964

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measure-preserving transformations (28D05) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Applications of operator theory in probability theory and statistics (47N30)

This page was built for publication: Consistency of the LSE in Linear regression with stationary noise