Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 179-180
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T. L. Malevich. On the asymptotic efficiency of the least squares estimates of regression coefficients. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 179-180. http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a23/
@article{TVP_1969_14_1_a23,
author = {T. L. Malevich},
title = {On the asymptotic efficiency of the least squares estimates of regression coefficients},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {179--180},
year = {1969},
volume = {14},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a23/}
}
TY - JOUR
AU - T. L. Malevich
TI - On the asymptotic efficiency of the least squares estimates of regression coefficients
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1969
SP - 179
EP - 180
VL - 14
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a23/
LA - ru
ID - TVP_1969_14_1_a23
ER -
%0 Journal Article
%A T. L. Malevich
%T On the asymptotic efficiency of the least squares estimates of regression coefficients
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1969
%P 179-180
%V 14
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a23/
%G ru
%F TVP_1969_14_1_a23
A process $y(t)=x(t)+aA(t)$ is considered, where $x(t)$ is a weakly stationary process with continuous parameter $t$ and $A(t)$ is a nonrandom function. Sufficient conditions for the least-squares estimate of $a$ to be asymptotically efficient ($1^\circ$–$5^\circ$) are obtained.
