scientific article; zbMATH DE number 66646

MaRDI QIDQ4011280zbMATH OpenFDO

Authors Tze Leung Lai

Publication date 27 September 1992

zbMATH Keywords

time series modelsleast squares estimationlaw of the iterated logarithmmartingale difference sequencematrix-normed strong lawtriangular array of \(p\times q\) matrices

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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