A strong law of large numbers for vector Gaussian martingales and a statistical application in linear regression
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Publication:1819463
DOI10.1016/0167-7152(87)90029-0zbMath0613.60040OpenAlexW2015595077MaRDI QIDQ1819463
Alain Le Breton, Marek Musiela
Publication date: 1987
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(87)90029-0
Doob-Meyer decompositionlinear regression modelGaussian martingalestrong consistency of an estimatorstrong law of large numbers for real martingales
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Strong limit theorems (60F15) Martingales with continuous parameter (60G44)
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