Order of convergence of regression parameter estimates in models with infinite variance (Q1822874): Difference between revisions

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Property / author: Marek Musiela / rank
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Latest revision as of 09:50, 30 July 2024

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Order of convergence of regression parameter estimates in models with infinite variance
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    Order of convergence of regression parameter estimates in models with infinite variance (English)
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    1989
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    multiple regression
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    strong consistency
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    stochastic integration
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    semimartingale driven continuous time linear regression model
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    infinite variance
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    almost sure convergence
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    least squares estimates
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    heavy tails
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