The strong law of large numbers for martingales with deterministic quadratic variation

DOI10.1080/17442509308833809zbMath0810.60030OpenAlexW1965578752MaRDI QIDQ4311560

Peter Spreij, Kacha Dzhaparidze

Publication date: 4 April 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/1485

zbMATH Keywords

strong law of large numbersmartingaleleast squares estimationquadratic variation process

Mathematics Subject Classification ID

Point estimation (62F10) Strong limit theorems (60F15) Martingales with continuous parameter (60G44)

Related Items (1)

On optimality of regular projective estimators for semimartingale models, part ii: asymptotically linear estimators

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