Strong Consistency of Least Squares Estimators in Regression with Correlated Disturbances
Solo, V.
Ann. Statist., Tome 9 (1981) no. 1, p. 689-693 / Harvested from Project Euclid
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This note considers, under minimal assumptions, the strong consistency of least squares estimates in regression with correlated errors.
Publié le : 1981-05-14
Classification:  G2J05,  G0F15,  Regression,  strong consistency,  correlated disturbances,  method of subsequences,  least squares,  asymptotic 
@article{1176345476,
     author = {Solo, V.},
     title = {Strong Consistency of Least Squares Estimators in Regression with Correlated Disturbances},
     journal = {Ann. Statist.},
     volume = {9},
     number = {1},
     year = {1981},
     pages = { 689-693},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345476}
}

Solo, V. Strong Consistency of Least Squares Estimators in Regression with Correlated Disturbances. Ann. Statist., Tome 9 (1981) no. 1, pp.  689-693. http://gdmltest.u-ga.fr/item/1176345476/