Laws of large numbers for semimartingales with applications to stochastic regression

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)

zbMATH Keywords

local martingaleslinear regression modelsStrong laws of large numbersBorel-Cantelli-type lemma for local martingales of finite variationlocal submartingalesstrong consistency of estimates

Mathematics Subject Classification ID

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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