On sufficient conditions for the strong consistency of least-squares estimates |
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| Authors: | João Lita da Silva |
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| Affiliation: | 1. Department of Mathematics and CMA, Faculty of Sciences and Technology, New University of Lisbon, Quinta da Torre, 2829-516 Caparica, Portugaljfls@fct.unl.pt |
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| Abstract: | The strong consistency of the least-squares estimates in regression models is obtained when the errors are i.i.d. with absolute moment of order r, 0<r? 2. The assumptions presented for the random error sequence will permit us to obtain improvements of the conditions on the regressors in order to obtain the strong consistency of the least-squares estimates in linear and nonlinear regression models. |
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| Keywords: | least-squares estimates regression models strong consistency |
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