scientific article; zbMATH DE number 4188993

MaRDI QIDQ5753375zbMATH OpenFDO

Authors A. R. Darwich

Publication date 1989

zbMATH Keywords

autoregressive Gaussian modelslaw of iterated logarithm for cadlag vector local martingalesmultiple linear regression modelsorder of almost sure convergence of least squares estimates

Mathematics Subject Classification ID

Strong limit theorems (60F15) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Publication:3476072
• scientific article; zbMATH DE number 3980139
• The law of the iterated logarithm for matrix-normed sums of independent random variables and its applications
• Sur la loi des grands nombres pour les martingales vectorielles et l'estimateur des moindres carrés d'un modèle de régression. (On the law of large numbers for vectorial martingales and least square estimators of a regression model)
• Law of iterated logarithm for additive regression model components.

Cited in

(7)

• About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression
• Law of iterated logarithm for additive regression model components.
• scientific article; zbMATH DE number 4145049 (Why is no real title available?)
• scientific article; zbMATH DE number 3980139 (Why is no real title available?)
• scientific article; zbMATH DE number 232926 (Why is no real title available?)
• Sur la loi des grands nombres pour les martingales vectorielles et l'estimateur des moindres carrés d'un modèle de régression. (On the law of large numbers for vectorial martingales and least square estimators of a regression model)
• An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression

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 Q5753375)