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Convergence conditions of the least squares method

  • Numerical Methods for Solution of Equations
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Abstract

Least squares estimation of parameters is considered. Sufficient conditions of strong consistency are obtained for a regression model in the presence of random errors.

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References

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Authors
  1. A. S. Slabospitskii
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Additional information

Kiev University. Translated from Vychislitel'naya i Prikladnaya Matematika, No. 75, pp. 38–43, 1991.

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Slabospitskii, A.S. Convergence conditions of the least squares method. J Math Sci 72, 3076–3079 (1994). https://doi.org/10.1007/BF01259474

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  • DOI: https://doi.org/10.1007/BF01259474

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