Invariance principle for the least squares estimates

  • T. L. Koval'

Abstract

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.
Published
25.01.1993
How to Cite
Koval’T. L. “Invariance Principle for the Least Squares Estimates”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 45, no. 1, Jan. 1993, pp. 128–131, https://umj.imath.kiev.ua/index.php/umj/article/view/5791.
Section
Short communications