Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors
type: Item
instance of: scholarly article
title: Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors
zbMATH Open document ID: 0727.62087
author: František Štulajter
published in: Applications of Mathematics
publication date: 1991-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/15667
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 4201431
zbMATH Keywords: least squares invariant quadratic estimator
zbMATH Keywords: unknown covariance function
zbMATH Keywords: sufficient condition for consistency
zbMATH Keywords: linear regression model
MaRDI profile type: Publication
cites work: Strong consistency of least squares estimates in normal linear regression
cites work: Rates of convergence for time series regression
cites work: Strong consistency of least squares estimators in regression with correlated disturbances
cites work: Inequalities for moments of quadratic forms with applications to a.s. convergence
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description: scientific article; zbMATH DE number 4201431