Tag: asymptotics

Asymptotics of Linear Regression with Linearly Dependent Data arXiv:2412.03702v1 Announce Type: new Abstract: In this paper we study the asymptotics of linear regression in settings where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates using stochastic processes with spatio-temporal covariance and analyze the performance of…