Quasi-least-squares estimation in semimartingale regression models (Q3711555)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-least-squares estimation in semimartingale regression models |
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Quasi-least-squares estimation in semimartingale regression models (English)
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1986
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quasi-least-squares estimation
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stochastic regressors
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local martingale
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maximal eigenvalue of the design matrix
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minimal eigenvalue
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transformation formula
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stability properties
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strong consistency
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linear regression models
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semimartingale
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