A Remark on Strong Consistency of LS Estimates under Weakly Correlated Observation Errors

DOI10.1137/1130022MaRDI QIDQ3834898zbMATH OpenOpenAlexFDO

Authors V. F. Gaposhkin

Publication date 1986

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1130022

zbMATH Keywords

strong consistencyleast squares estimationmultiple regression modelsweakly correlated errors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Strong limit theorems (60F15)

Cited in

(2)

• Extensions of the Menchoff-Rademacher theorem with applications to ergodic theory
• Weighted least squares estimates in linear regression models for processes with uncorrelated increments

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