Article contents
A central limit theorem for systems of regressions*
Published online by Cambridge University Press: 24 October 2008
Abstract
A central limit theorem is proved for the estimates of the regression coefficients in a multiple system of regressions when the vector process generating the residuals is a linear process with coefficient matrices the sum of whose norms converges. The regressor variables are assumed to satisfy conditions, due to Grenander, which make their generalized harmonic analysis possible.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 57 , Issue 3 , July 1961 , pp. 583 - 588
- Copyright
- Copyright © Cambridge Philosophical Society 1961
References
REFERENCES
- 6
- Cited by