Order of convergence of regression parameter estimates in models with infinite variance (Q1822874)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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