Strong consistency of least squares estimates in linear regression models driven by semimartingales (Q1092578)
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| Language | Label | Description | Also known as |
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| English | Strong consistency of least squares estimates in linear regression models driven by semimartingales |
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Strong consistency of least squares estimates in linear regression models driven by semimartingales (English)
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1987
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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.
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Multiple linear regression models
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non random regressors in continuous time
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strong consistency of least squares estimates
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semimartingale
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