Strong consistency of least squares estimates in linear regression models driven by semimartingales (Q1092578): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 02:10, 5 March 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 |
Statements
Strong consistency of least squares estimates in linear regression models driven by semimartingales (English)
0 references
1987
0 references
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.
0 references
Multiple linear regression models
0 references
non random regressors in continuous time
0 references
strong consistency of least squares estimates
0 references
semimartingale
0 references
