STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN DYNAMIC-MODELS

被引：49

作者：

ANDERSON, TW ^{[1
]}

TAYLOR, JB ^{[1
]}

机构：

[1] COLUMBIA UNIV,DEPT ECON,NEW YORK,NY 10027

来源：

关键词：

D O I：

10.1214/aos/1176344670

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：484 / 489

页数：6

共 14 条

[1] MATRIX KRONECKER LEMMA
ANDERSON, BDO
MOORE, JB
[J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 1976, 15 (03) : 227 - 234
[2] STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN NORMAL LINEAR-REGRESSION
ANDERSON, TW
TAYLOR, JB
[J]. ANNALS OF STATISTICS, 1976, 4 (04) : 788 - 790
[3] ANDERSON TW, 1976, 213 STANF U I MATH S
[4] ANDERSON TW, 1974, 47 STANF U I MATH ST
[5] ANDERSON TW, 1971, STATISTICAL ANAL TIM
[6] SOME CONVERGENCE THEOREMS FOR INDEPENCENT RANDOM VARIABLES
CHOW, YS
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (06): : 1482 - &
[7] WEAK AND STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATORS IN REGRESSION MODELS
DRYGAS, H
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1976, 34 (02): : 119 - 127
[8] Feller W., 1966, INTRO PROBABILITY TH, V2
[9] CORRECTIONS
GLESER, LJ
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (04): : 1053 - &
[10] LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES
HANNAN, EJ
HEYDE, CC
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 2058 - 2066