Pages that link to "Item:Q756253"
From MaRDI portal
The following pages link to 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) (Q756253):
Displaying 8 items.
- Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
- Laws of large numbers for semimartingales with applications to stochastic regression (Q1113519) (← links)
- On the almost sure asymptotic behaviour of stochastic algorithm (Q1807280) (← links)
- A strong law of large numbers for vector Gaussian martingales and a statistical application in linear regression (Q1819463) (← links)
- Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains. (Q1877531) (← links)
- Limit theorems with weights for vector-valued martingales (Q2701804) (← links)
- (Q3031777) (← links)
- Testing for residual correlation of any order in the autoregressive process (Q4638732) (← links)