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)
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Publication:756253
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Strong limit theorems (60F15)
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