scientific article; zbMATH DE number 2096882

zbMATH Open1053.62033MaRDI QIDQ4811652FDOQ4811652

Authors: Peggy Cénac 

Publication date: 6 September 2004

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

Recommendations

• About the asymptotic behaviour of continuous vector-valued local martingales and application in multiple linear regression models
• A strong law of large numbers for vector Gaussian martingales and a statistical application in linear regression
• scientific article; zbMATH DE number 4094496
• About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression
• REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
• Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models
• Résultats de convergence presque sûre pour l’estimation et la prévision des processus linéaires hilbertiens

zbMATH Keywords

linear regression modelsestimation errormartingale transformsleast squares estimatorslinear autoregressive modelcumulative prediction

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Prediction theory (aspects of stochastic processes) (60G25) Martingales with discrete parameter (60G42)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4811652)