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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References
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 1, pp. 128–131, January, 1993.
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Koval', T.L. Invariance principle for the least squares estimates. Ukr Math J 45, 141–145 (1993). https://doi.org/10.1007/BF01062047
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DOI: https://doi.org/10.1007/BF01062047