Invariance principle for the least squares estimates

The weak convergence of random fields, constructed in terms of the least squares estimator of the regression coefficient of a random field (which is a two-parametric martingale difference), is established.

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Bibliographic Details
Date:1993
Main Authors: Koval', T. L., Коваль, Т. Л.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1993
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5791
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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author Koval', T. L.
Коваль, Т. Л.
Коваль, Т. Л.
author_facet Koval', T. L.
Коваль, Т. Л.
Коваль, Т. Л.
author_sort Koval', T. L.
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datestamp_date 2020-03-19T09:17:59Z
description The weak convergence of random fields, constructed in terms of the least squares estimator of the regression coefficient of a random field (which is a two-parametric martingale difference), is established.
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spelling umjimathkievua-article-57912020-03-19T09:17:59Z Invariance principle for the least squares estimates Принцип инвариантности для оценок наименьших квадратов Koval', T. L. Коваль, Т. Л. Коваль, Т. Л. The weak convergence of random fields, constructed in terms of the least squares estimator of the regression coefficient of a random field (which is a two-parametric martingale difference), is established. Встановлена слабка збіжність випадкових полів, побудованих за оцінкою найменших квадратів коефіцієнта регресії випадкового поля, яке утворює двохпараметричну мартингал-різницю. Institute of Mathematics, NAS of Ukraine 1993-01-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5791 Ukrains’kyi Matematychnyi Zhurnal; Vol. 45 No. 1 (1993); 128–131 Український математичний журнал; Том 45 № 1 (1993); 128–131 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5791/8266 https://umj.imath.kiev.ua/index.php/umj/article/view/5791/8267 Copyright (c) 1993 Koval' T. L.
spellingShingle Koval', T. L.
Коваль, Т. Л.
Коваль, Т. Л.
Invariance principle for the least squares estimates
title Invariance principle for the least squares estimates
title_alt Принцип инвариантности для оценок наименьших квадратов
title_full Invariance principle for the least squares estimates
title_fullStr Invariance principle for the least squares estimates
title_full_unstemmed Invariance principle for the least squares estimates
title_short Invariance principle for the least squares estimates
title_sort invariance principle for the least squares estimates
url https://umj.imath.kiev.ua/index.php/umj/article/view/5791
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AT kovalʹtl principinvariantnostidlâocenoknaimenʹšihkvadratov
AT kovalʹtl principinvariantnostidlâocenoknaimenʹšihkvadratov