Consistency sets of least squares estimates in stochastic regression models
Identifieur interne : 00DE57 ( Main/Exploration ); précédent : 00DE56; suivant : 00DE58Consistency sets of least squares estimates in stochastic regression models
Auteurs : Alain Le Breton [France] ; Marek Musiela [Australie]Source :
- Lecture Notes in Control and Information Sciences [ 0170-8643 ] ; 1989.
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Abstract
Abstract: A stochastic linear regression model is investigated. Consistency sets of the least squares estimates are characterized in predictable terms. New sufficient conditions guaranteeing strong consistency of the estimates are derived.
Url:
DOI: 10.1007/BFb0043787
Affiliations:
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