Sur la loi des grands nombres pour les martingales vectorielles et l'estimateur des moindres carrés d'un modèle de régression. (On the law of large numbers for vectorial martingales and least square estimators of a regression model)

zbMath0722.60031MaRDI QIDQ756253

Abderrahmen Touati, Marie Duflo, Rachid Senoussi

Publication date: 1990

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_4_549_0

zbMATH Keywords

law of large numbersrates of convergence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

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