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

zbMATH Open0727.62087MaRDI QIDQ803701FDOQ803701

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)

Cites Work

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

Cited In (7)

• Title not available (Why is that?)
• Comparison of Least Squares and Errors-in-Variables Regression, With Special Reference to Randomized Analysis of Covariance
• Uniform convergence of sample second moments of families of time series arrays.
• Title not available (Why is that?)
• The linear model with variance-covariance components and jackknife estimation
• Estimating variances in time series kriging using convex optimization and empirical BLUPs
• Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model Variance

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