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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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