Asymptotic normality of linear regression parameter estimator in the case of random regressors

MaRDI QIDQ5507212zbMATH OpenFDO

Authors I. V. Orlovs'kyĭ, O. V. Ivanov

Publication date 16 December 2016

zbMATH Keywords

asymptotic normalityleast squares estimatorlinear regressionlong-range dependencerandom regressorweak dependence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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(15)

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