Strong consistency of least squares estimates in linear regression models driven by semimartingales (Q1092578): Difference between revisions
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Revision as of 19:45, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency of least squares estimates in linear regression models driven by semimartingales |
scientific article |
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Strong consistency of least squares estimates in linear regression models driven by semimartingales (English)
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1987
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Multiple linear regression models with non random regressors in continuous time are considered. The strong consistency of least squares estimates is established under minimal assumptions on the design when the process of errors is a semimartingale satisfying some regularity condition.
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Multiple linear regression models
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non random regressors in continuous time
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strong consistency of least squares estimates
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semimartingale
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