Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145638 | Journal of Multivariate Analysis | 2014 | 7 Pages |
Abstract
Strong consistency of the least-squares estimates in stochastic regression models is established assuming errors with variance not necessarily defined. The errors will be considered identically distributed having absolute moment of order rr, 0
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
João Lita da Silva,