Geodesic
On asymptotic normality of estimates of regression coefficients
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 724-728 Cet article a éte moissonné depuis la source Math-Net.Ru

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Let $\xi(t)=\alpha+\Delta(t)$ where $\Delta(t)$ is a strong-sense stationary process with zero mean and spectral density $f(\lambda)$. In the paper, sufficient conditions are given for the least-squares estimate of $\alpha$ to be asymptotically normal. 
@article{TVP_1971_16_4_a13,
     author = {A. S. Holevo},
     title = {On asymptotic normality of estimates of regression coefficients},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {724--728},
     year = {1971},
     volume = {16},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a13/}
}
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A. S. Holevo. On asymptotic normality of estimates of regression coefficients. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 724-728. http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a13/