Some strong consistency results in stochastic regression

João Lita da Silva

Journal of Multivariate Analysis, 2014, vol. 129, issue C, 220-226

Abstract: Strong consistency of the least-squares estimates in stochastic regression models is established assuming errors with variance not necessarily defined. The errors will be considered identically distributed having absolute moment of order r, 0Keywords: Stochastic regression models; Least-squares estimates; Ridge estimates; Strong consistency (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.jmva.2014.04.022

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