Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors
نویسندگان
چکیده
منابع مشابه
Consistency for Least Squares Regression Estimators with Infinite Variance Data
The least squares estimators are discussed for the linear regression model with random predictors. Both predictors and errors may have infinite variance. Under the condition that the predictors are in a stable domain of attraction, we determine necessary and sufficient conditions for weak consistency of the least squares estimators in the simple linear model. The conditions vary, depending on w...
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ژورنال
عنوان ژورنال: Applications of Mathematics
سال: 1991
ISSN: 0862-7940,1572-9109
DOI: 10.21136/am.1991.104452