Strong consistency of least squares estimates in linear regression models driven by semimartingales
type: Item
instance of: scholarly article
title: Strong consistency of least squares estimates in linear regression models driven by semimartingales
zbMATH Open document ID: 0627.62089
DOI: 10.1016/0047-259X(87)90179-5
published in: Journal of Multivariate Analysis
publication date: 1987-01-01T00:00:00Z
review text: Multiple linear regression models with non random regressors in continuous time are considered. The strong consistency of least squares estimates is established under minimal assumptions on the design when the process of errors is a semimartingale satisfying some regularity condition.
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 4020267
zbMATH Keywords: Multiple linear regression models
zbMATH Keywords: non random regressors in continuous time
zbMATH Keywords: strong consistency of least squares estimates
zbMATH Keywords: semimartingale
author: Alain Le Breton
author: M. Musiela
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4020267