Laws of large numbers for semimartingales with applications to stochastic regression
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Publication:1113519
DOI10.1007/BF00319555zbMath0662.60043MaRDI QIDQ1113519
Alain Le Breton, Marek Musiela
Publication date: 1989
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
local martingales; linear regression models; Strong laws of large numbers; Borel-Cantelli-type lemma for local martingales of finite variation; local submartingales; strong consistency of estimates
62J05: Linear regression; mixed models
60G42: Martingales with discrete parameter
60F15: Strong limit theorems
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