On sufficient conditions for the strong consistency of least-squares estimates

DOI10.1080/02331888.2012.760096zbMath1367.62062OpenAlexW2062997686MaRDI QIDQ5169792

João Lita da Silva

Publication date: 11 July 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.760096

zbMATH Keywords

regression modelsstrong consistencyleast-squares estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Strong limit theorems (60F15)

Cites Work

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• Strong consistency of least squares estimates in multiple regression II
• Extension of Lai-Robbins-Wei's theorem
• Convergence systems and strong consistency of least squares estimates in regression models
• Asymptotic theory of nonlinear least squares estimation
• A strong law for weighted sums of i.i.d. random variables
• Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
• The Statistical Mechanics of Financial Markets
• Matrix Analysis
• Weak and strong consistency of the least squares estimators in regression models
• Note on the strong consistency of the least squares estimator in nonlinear regression
• Asymptotic Properties of Non-Linear Least Squares Estimators

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