STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN DYNAMIC-MODELS

被引：49

作者：

ANDERSON, TW ^{[1
]}

TAYLOR, JB ^{[1
]}

机构：

[1] COLUMBIA UNIV,DEPT ECON,NEW YORK,NY 10027

来源：

ANNALS OF STATISTICS | 1979年 / 7卷 / 03期

关键词：

D O I：

10.1214/aos/1176344670

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：484 / 489

页数：6

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[10] LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES [J].

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