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