Strong consistency of least-squares estimates in regression models
From MaRDI portal
Publication:4131464
Cited in
(8)- Strong consistency of least squares estimates in linear regression models driven by semimartingales
- Iterated least squares in multiperiod control
- Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
- Convergence systems and strong consistency of least squares estimates in regression models
- Extension of Lai-Robbins-Wei's theorem
- On consistent statistical procedures in regression
- Strong consistency of least squares estimates in multiple regression II
- A nonparametric procedure for blind image deblurring
This page was built for publication: Strong consistency of least-squares estimates in regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4131464)