| Title | Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors |
| Publication Type | Journal Article |
| Year of Publication | 2014 |
| Authors | Ivanov, AV, Orlovsky, IV |
| Abbreviated Key Title | Dopov. Nac. akad. nauk Ukr. |
| DOI | 10.15407/dopovidi2014.05.024 |
| Issue | 5 |
| Section | Mathematics |
| Pagination | 24-28 |
| Date Published | 5/2014 |
| Language | Ukrainian |
| Abstract | A linear regression model with weakly dependent random noise and time-dependent regressors which are observed with weakly dependent errors is considered. The consistency and the asymptotic normality of the least squares estimator of such a regression model are proved. |
| Keywords | dependent regressors, linear regression |
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