- Tytuł:
- Sufficient conditions for the strong consistency of least squares estimator with α-stable errors
- Autorzy:
-
Mexia, João
da Silva, João - Powiązania:
- https://bibliotekanauki.pl/articles/729990.pdf
- Data publikacji:
- 2007
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
linear models
least squares estimator
strong consistency
stability - Opis:
- Let $Y_{i} = x_{i}^{T}β + e_{i}$, 1 ≤ i ≤ n, n ≥ 1 be a linear regression model and suppose that the random errors e₁, e₂, ... are independent and α-stable. In this paper, we obtain sufficient conditions for the strong consistency of the least squares estimator β̃ of β under additional assumptions on the non-random sequence x₁, x₂,... of real vectors.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2007, 27, 1-2; 27-45
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł