Laws of large numbers for semimartingales with applications to stochastic regression
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Publication:1113519
DOI10.1007/BF00319555zbMath0662.60043MaRDI QIDQ1113519
Alain Le Breton, Marek Musiela
Publication date: 1989
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
local martingaleslinear regression modelsStrong laws of large numbersBorel-Cantelli-type lemma for local martingales of finite variationlocal submartingalesstrong consistency of estimates
Linear regression; mixed models (62J05) Martingales with discrete parameter (60G42) Strong limit theorems (60F15)
Related Items (3)
Weighted Limit Theorems for Continuous-Time Vector Martingales with Explosive and Mixed Growth ⋮ About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression ⋮ Théorèmes limites avec poids pour les martingales vectorielles à temps continu
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