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Publication:3788938
zbMath0645.62094MaRDI QIDQ3788938
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
weak consistencydiscrete time modelsleast squares estimatorindependent errorsStrong consistencycontinuous-time casemartingale-difference sequencemultidimensonal observation processesnon-square-integrable martingale errorssquare-integrable errors
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)
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