Accession Number:

AD0248658

Title:

CONSISTENCY OF PARAMETER-ESTIMATES IN A LINEAR TIME-SERIES MODEL

Descriptive Note:

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1960-10-01

Pagination or Media Count:

1.0

Abstract:

The basic conditions under which consistency in a time series analysis can be assured are stated. Some narrower conditions are derived from these, which may be easier to verify in some applications. These conditions show the existence of consistent least squares estimates also for some exponentially increasing regression vectors. Applications are made to polymonial, exponential, and trigonometric regression. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE