On the strong law of large numbers of multivariate martingales with random norming

DOI10.1016/0304-4149(94)00026-3zbMath0816.60028OpenAlexW1990015912MaRDI QIDQ1344958

Yan-Xia Lin

Publication date: 16 July 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00026-3

zbMATH Keywords

strong law of large numbersmartingale differencesmultivariate martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

Related Items (1)

Asymptotic results with estimating equations for time-evolving clustered data

Cites Work

• On the strong law of large numbers for multivariate martingales
• Strong consistency of least squares estimates in normal linear regression
• A matrix Kronecker lemma
• Quasi-likelihood estimation for semimartingales
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

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