About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression (Q1181124): Difference between revisions
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| Property / cites work: Quasi-least-squares estimation in semimartingale regression models / rank | |||
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Revision as of 13:17, 15 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression |
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Statements
About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression (English)
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27 June 1992
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The authors establish a law of iterated logarithm and large deviation type results for multidimensional Gaussian martingales. An application of the obtained results to study asymptotic properties of parameter estimates in regression model is also discussed.
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law of iterated logarithm
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large deviation
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Gaussian martingales
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parameter estimates in regression model
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