About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression (Q1181124)
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scientific article; zbMATH DE number 27785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression |
scientific article; zbMATH DE number 27785 |
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About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression (English)
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27 June 1992
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The authors establish a law of iterated logarithm and large deviation type results for multidimensional Gaussian martingales. An application of the obtained results to study asymptotic properties of parameter estimates in regression model is also discussed.
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law of iterated logarithm
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large deviation
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Gaussian martingales
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parameter estimates in regression model
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