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White noise in information signal models

✍ Scribed by V. Zvaritch; M. Mislovitch; B. Martchenko


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
214 KB
Volume
7
Category
Article
ISSN
0893-9659

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Necessary and su cient conditions are given for the consistency of the L1-estimator ΓΏ(n) of the regression parameter ΓΏ in linear models with independent but possibly nonidentically distributed errors. The heteroscedastic case is treated as a particular case. The asymptotic normality of ΓΏ(n) is also