RATES OF A.S. CONVERGENCE OF THE ESTIMATION OF ERROR VARIANCE IN LINEAR MODELS
Citation：
Zhao Lincheng.RATES OF A.S. CONVERGENCE OF THE ESTIMATION OF ERROR VARIANCE IN LINEAR MODELS[J].Chinese Annals of Mathematics B,1983,4(1):95~104
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Authors：
Zhao Lincheng;
Abstract：
Under appropriate conditions we obtain the best rates of a.s. convergence of estimates $\[\varepsilon _n^2\]$ of error variance $\[{\sigma ^2}\]$ and estabilish the law of iterated logarithm about $\[\widehat \sigma _n^2\]$,
