scientific article; zbMATH DE number 3938373

MaRDI QIDQ3709716zbMATH OpenFDO

Authors M. Musiela, Alain Le Breton

Publication date 1986

zbMATH Keywords

almost sure convergence of least squares estimatescàdlàg semimartingalemultiple linear regression modelnon random regressors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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