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Publication:3358094
zbMath0732.62087MaRDI QIDQ3358094
Alexander V. Melnikov, Alexander Novikov
Publication date: 1990
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalityleast squares estimatorstrong consistencyiterated logarithm lawlocally square integrable martingaleasymptotic behavior of the trajectoriescadlag processesdisturbance processmatrix-valued processessemimartingale regression modelsSequential least squares estimation
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalizations of martingales (60G48) Sequential estimation (62L12)
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