Rates of convergence for time series regression
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Publication:4176869
DOI10.2307/1426656zbMath0394.62068OpenAlexW2317471119MaRDI QIDQ4176869
Publication date: 1978
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426656
Related Items (8)
ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES ⋮ REGRESSION, AUTOREGRESSION MODELS ⋮ Stochastic approximation with dependent noise ⋮ Relations between information criteria for model-structure selection Part 3. Strong consistency of the predictive least squares criterion ⋮ A law of the iterated logarithm for an estimate of frequency ⋮ Uniform convergence of sample second moments of families of time series arrays. ⋮ Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors ⋮ Extensions of the Menchoff-Rademacher theorem with applications to ergodic theory
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