### 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.