Pages that link to "Item:Q1095492"

The following pages link to On the strong law of large numbers for multivariate martingales (Q1095492):

Displaying 8 items.

• A generalization of the Kalman filter to models with infinite variance (Q689167) (← links)
• Laws of large numbers for semimartingales with applications to stochastic regression (Q1113519) (← links)
• On the strong law of large numbers of multivariate martingales with random norming (Q1344958) (← links)
• Sequential confidence regions for maximum likelihood estimates. (Q1848836) (← links)
• Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
• Inference for the degree distributions of preferential attachment networks with zero-degree nodes (Q2305987) (← links)
• Asymptotic results with generalized estimating equations for longitudinal data (Q2388345) (← links)
• Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data (Q2437887) (← links)