Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors

zbMath0727.62087MaRDI QIDQ803701

František Štulajter

Publication date: 1991

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/15667

zbMATH Keywords

linear regression modelleast squares invariant quadratic estimatorsufficient condition for consistencyunknown covariance function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (3)

The linear model with variance-covariance components and jackknife estimation ⋮ Estimating variances in time series kriging using convex optimization and empirical BLUPs ⋮ Uniform convergence of sample second moments of families of time series arrays.

Cites Work

• Strong consistency of least squares estimators in regression with correlated disturbances
• Strong consistency of least squares estimates in normal linear regression
• Inequalities for moments of quadratic forms with applications to a.s. convergence
• Rates of convergence for time series regression

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