Strong consistency of least squares estimators in linear regression models
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Publication:1156444
DOI10.1214/AOS/1176345070zbMATH Open0468.62060OpenAlexW2075462441MaRDI QIDQ1156444FDOQ1156444
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
Cited In (16)
- Asymptotics of the signed-rank estimator under dependent observations
- Consistency and asymptotic normality of least squares estimators in generalized STAR models
- Finite sample performance of linear least squares estimation
- A stochastic contraction mapping theorem
- Strong consistency in nonlinear stochastic regression models.
- Asymptotic properties of projections with applications to stochastic regression problems
- Strong consistency of Bayes estimates in nonlinear stochastic regression models
- Estimating structural parameters in regression models with adaptive learning
- Identification of threshold autoregressive moving average models
- On the existence of weak solutions to stochastic differential equations with degenerate diffusion
- Laws of large numbers for semimartingales with applications to stochastic regression
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
- Asymptotic properties of nonlinear estimates in stochastic models with finite design space
- Consistency of MLE, LSE and M-estimation under mild conditions
- Fixed width interval estimation for the multiple response callibration problem
- The strong consistency of M-estimators in linear models
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