Asymptotic normality of linear regression parameter estimator in the case of random regressors

A. V. Ivanov, I. V. Orlovsky
Theory of Stochastic Processes
Vol.21 (37), no.1, 2016, pp.17-30
Sufficient conditions of asymptotic normality of the least squares estimator of linear regression model parameter in the case of discrete time and weak or long-range dependent random regressors and noise are obtained in the paper.