Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors

MaRDI QIDQ803701zbMATH OpenFDO

Authors František Štulajter

Publication date 1991

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/15667

zbMATH Keywords

linear regression modelleast squares invariant quadratic estimatorsufficient condition for consistencyunknown covariance function

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Inequalities for moments of quadratic forms with applications to a.s. convergence
• Rates of convergence for time series regression
• Strong consistency of least squares estimates in normal linear regression
• Strong consistency of least squares estimators in regression with correlated disturbances

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(16)

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• On the estimation of the regression coefficients of a continuous parameter process with stationary residual
• Further results on the consistent directions of least squares estimators
• scientific article; zbMATH DE number 4088627 (Why is no real title available?)
• On least squares estimation of generalized covariance functions
• A note on the correlation betweenS 2 and the least squares estimator in the linear regression model
• Estimating variances in time series kriging using convex optimization and empirical BLUPs
• Estimators of covariances in time series models
• Consistency of the LSE in Linear regression with stationary noise
• Comparison of Least Squares and Errors-in-Variables Regression, With Special Reference to Randomized Analysis of Covariance

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