On the rates of convergence for moments convergence in regression models

• João Lita da Silva ^[1]
  1. [1] Universidade de Lisboa

     Universidade de Lisboa

     Socorro, Portugal

     
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 27, Nº. 2, 2018, págs. 477-495
• Idioma: inglés
• DOI: 10.1007/s11749-017-0561-3
• Texto completo no disponible (Saber más ...)
• Resumen

  • In one-dimensional regression models, we establish a rate for the rth moment convergence (r⩾1) of the ordinary least-squares estimator involving explicitly the regressors, answering to an open question raised lately by Afendras and Markatou (Test 25:775–784, 2016). An extension of the classic Theorem 2.6.1 of Anderson (The statistical analysis of time series, Wiley, New York, 1971) is also presented.