Strong consistency of least-squares estimates in regression models

AUTOR(ES)

Lai, T. L.

RESUMO

A general theorem on the limiting behavior of certain weighted sums of i.i.d. random variables is obtained. This theorem is then applied to prove the strong consistency of least-squares estimates in linear and nonlinear regression models with i.i.d. errors under minimal assumptions on the design and weak moment conditions on the errors.

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