Invariance principle for the least squares estimates

Authors

  • 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.

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Published

25.01.1993

Issue

Vol. 45 No. 1 (1993)

Section

Short communications

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.