scientific article

zbMath0602.62053MaRDI QIDQ3738414

Norbert Christopeit

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic normalityleast-squares estimatorSkorokhod equationStrong consistencysemimartingale regression modelsautoregressive Ito processescontinuous-time Ito equationdiscrete-time model with stochastic regressors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Generalizations of martingales (60G48) Statistical methods; economic indices and measures (91B82)

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