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Publication:3492694
zbMath0709.62077MaRDI QIDQ3492694
Publication date: 1987
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
driftsequential estimatorsguaranteed accuracygeneral local martingalesmultidimensional large numbers law for local martingalesobserved semimartingalestrong consistency of least-square estimators
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02) Markov processes: estimation; hidden Markov models (62M05) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)
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