Sur la loi des grands nombres pour les martingales vectorielles et l'estimateur des moindres carrés d'un modèle de régression. (On the law of large numbers for vectorial martingales and least square estimators of a regression model) (Q756253)
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scientific article; zbMATH DE number 4190818
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| English | Sur la loi des grands nombres pour les martingales vectorielles et l'estimateur des moindres carrés d'un modèle de régression. (On the law of large numbers for vectorial martingales and least square estimators of a regression model) |
scientific article; zbMATH DE number 4190818 |
Statements
Sur la loi des grands nombres pour les martingales vectorielles et l'estimateur des moindres carrés d'un modèle de régression. (On the law of large numbers for vectorial martingales and least square estimators of a regression model) (English)
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1990
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Conditions for the strong and the weak law of large numbers are given for discrete vector-valued symmetrizable martingales. These criteria are applied in order to prove consistency in the regression model. Almost sure rates of convergence are also obtained.
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law of large numbers
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rates of convergence
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0.89349425
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0.8677289
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0.85346043
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