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May, 1981 Strong Consistency of Least Squares Estimators in Regression with Correlated Disturbances
V. Solo
Ann. Statist. 9(3): 689-693 (May, 1981). DOI: 10.1214/aos/1176345476

Abstract

This note considers, under minimal assumptions, the strong consistency of least squares estimates in regression with correlated errors.

Citation

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V. Solo. "Strong Consistency of Least Squares Estimators in Regression with Correlated Disturbances." Ann. Statist. 9 (3) 689 - 693, May, 1981. https://doi.org/10.1214/aos/1176345476

Information

Published: May, 1981
First available in Project Euclid: 12 April 2007

zbMATH: 0477.62048
MathSciNet: MR615448
Digital Object Identifier: 10.1214/aos/1176345476

Keywords: asymptotic , correlated disturbances , G0F15 , G2J05 , least squares , method of subsequences , regression , strong consistency

Rights: Copyright © 1981 Institute of Mathematical Statistics

Vol.9 • No. 3 • May, 1981
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