Pages that link to "Item:Q1092578"

The following pages link to Strong consistency of least squares estimates in linear regression models driven by semimartingales (Q1092578):

Displaying 6 items.

• Strong consistency of least-squares estimators in the monotone regression model with stochastic regressors (Q1094794) (← links)
• Weighted least squares estimates in linear regression models for processes with uncorrelated increments (Q1374641) (← links)
• Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model. (Q1426350) (← links)
• Order of convergence of regression parameter estimates in models with infinite variance (Q1822874) (← links)
• On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
• Strong consistency of regression function estimator with martingale difference errors (Q2669045) (← links)