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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| Date: | 1993 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1993
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5791 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |