The strong consistency of least squares estimates in multiples regression models with i.i.d. errors is obtained under assumptions on the design matrix and moment restrictions on the errors.
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1116,
author = {Joao Lita da Silva},
title = {A note on the strong consistency of least squares estimates},
journal = {Discussiones Mathematicae Probability and Statistics},
volume = {29},
year = {2009},
pages = {223-231},
zbl = {1208.62038},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1116}
}
Joǎo Lita da Silva. A note on the strong consistency of least squares estimates. Discussiones Mathematicae Probability and Statistics, Tome 29 (2009) pp. 223-231. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1116/
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