Order of convergence of regression parameter estimates in models with infinite variance (Q1822874)
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scientific article; zbMATH DE number 4113796
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| default for all languages | No label defined |
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| English | Order of convergence of regression parameter estimates in models with infinite variance |
scientific article; zbMATH DE number 4113796 |
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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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0.9013209
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0.9004202
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0.8962245
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0.8957434
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0.8955496
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0.8940934
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