Resumen de On the rates of convergence for moments convergence in regression models

João Lita da silva

• 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.