Strong consistency of least squares estimators in linear regression models

DOI10.1214/AOS/1176345070MaRDI QIDQ1156444zbMATH OpenOpenAlexFDO

Authors Norbert Christopeit, K. Helmes

Publication date 1980

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176345070

zbMATH Keywords

autoregressive processesmartingale difference errorsstrong consistency of least squares estimators

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

Cited in

(16)

• Finite sample performance of linear least squares estimation
• Asymptotics of the signed-rank estimator under dependent observations
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
• On the existence of weak solutions to stochastic differential equations with degenerate diffusion
• Asymptotic properties of projections with applications to stochastic regression problems
• Identification of threshold autoregressive moving average models
• A stochastic contraction mapping theorem
• Consistency and asymptotic normality of least squares estimators in generalized STAR models
• Strong consistency of Bayes estimates in nonlinear stochastic regression models
• Fixed width interval estimation for the multiple response callibration problem
• Consistency of MLE, LSE and M-estimation under mild conditions
• Estimating structural parameters in regression models with adaptive learning
• Strong consistency in nonlinear stochastic regression models.
• Laws of large numbers for semimartingales with applications to stochastic regression
• The strong consistency of M-estimators in linear models
• Asymptotic properties of nonlinear estimates in stochastic models with finite design space

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