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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 4, Pages 724–728
(Mi tvp2334)
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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
On asymptotic normality of estimates of regression coefficients
A. S. Holevo Moscow
Abstract:
Let $\xi(t)=\alpha+\Delta(t)$ where $\Delta(t)$ is a strong-sense stationary process with zero mean and spectral density $f(\lambda)$.
In the paper, sufficient conditions are given for the least-squares estimate of $\alpha$ to be asymptotically normal.
Received: 20.05.1969
Citation:
A. S. Holevo, “On asymptotic normality of estimates of regression coefficients”, Teor. Veroyatnost. i Primenen., 16:4 (1971), 724–728; Theory Probab. Appl., 16:4 (1971), 707–711
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https://www.mathnet.ru/eng/tvp2334 https://www.mathnet.ru/eng/tvp/v16/i4/p724
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Abstract page: | 263 | Full-text PDF : | 182 |
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