Least squares estimator for regression models with some deterministic time varying parameters |
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| Authors: | Boutahar Mohamed Deniau Claude |
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| Affiliation: | (1) Dept. de Math. Faculté des Sciences case 901, 163 Av. de Luminy, 13288 Marseille Cedex 9, France;(2) GREQAM Vieille Charité, 2 rue de la Charité, 13002 Marseille, France |
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| Abstract: | Here we study the least squares estimates in some regression models. We assume that the evolution of the parameter is linearly explosive (i.e. polynomial), or stable (i.e. sinusoidal). We prove the strong consistency, and establish the rate of convergence. |
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| Keywords: | Martingale difference sequence least squares regression rate of convergence |
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