scientific article; zbMATH DE number 3967672

zbMATH Open0599.62037MaRDI QIDQ3734867FDOQ3734867

Authors: M. Musiela, Alain Le Breton 

Publication date: 1985

Title of this publication is not available (Why is that?)

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zbMATH Keywords

strong consistencyleast squares estimateserror processcontinuous semi-martingalemultiple regression in continuous time

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cited In (9)

• Strong consistency of least squares estimates in linear regression models driven by semimartingales
• Title not available (Why is that?)
• On statistical estimation and inferences in optional regression models
• On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
• Title not available (Why is that?)
• Consistent estimation in regression models for the drift function in some continuous time models
• Title not available (Why is that?)
• Quasi-least-squares estimation in semimartingale regression models
• The BLUE in continuous-time regression models with correlated errors

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