On Regression Models with Non-Square Integrable Martingale-Like Errors

A. V. Mel'nikov

Publications mathématiques et informatique de Rennes (1987)

  • Volume: 1987, Issue: 1, page 97-107

How to cite

top

Mel'nikov, A. V.. "On Regression Models with Non-Square Integrable Martingale-Like Errors." Publications mathématiques et informatique de Rennes 1987.1 (1987): 97-107. <http://eudml.org/doc/274533>.

@article{Melnikov1987,
author = {Mel'nikov, A. V.},
journal = {Publications mathématiques et informatique de Rennes},
keywords = {drift; observed semimartingale; strong consistency of least-square estimators; multidimensional large numbers law for local martingales; sequential estimators; guaranteed accuracy; general local martingales},
language = {eng},
number = {1},
pages = {97-107},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {On Regression Models with Non-Square Integrable Martingale-Like Errors},
url = {http://eudml.org/doc/274533},
volume = {1987},
year = {1987},
}

TY - JOUR
AU - Mel'nikov, A. V.
TI - On Regression Models with Non-Square Integrable Martingale-Like Errors
JO - Publications mathématiques et informatique de Rennes
PY - 1987
PB - Département de Mathématiques et Informatique, Université de Rennes
VL - 1987
IS - 1
SP - 97
EP - 107
LA - eng
KW - drift; observed semimartingale; strong consistency of least-square estimators; multidimensional large numbers law for local martingales; sequential estimators; guaranteed accuracy; general local martingales
UR - http://eudml.org/doc/274533
ER -

References

top
  1. 1. A.V. Mel'nikov, On a large numbers law for multidimensional local martingales, IVInternational Vilnius Conference on Probab. and Math. Stat., Summary of papers, Vilnius, 1985. 
  2. 2. R. Sh. Liptser, A. N. Shiryaev, Theory of martingales, Moscow, Nauka, 1986. MR886678
  3. 3. A.V. Mel'nikov, The law of large numbers for multidimensional martingales, Soviet Math. Dokl., V. 33 (1986), N° 1, p. 131-135. Zbl0605.60047MR834691
  4. 4. A.V. Mel'nikov, A. A. Novikov, On sequential inferences with guaranted accuracy for semimartingales, Theory Probab. and Appl., XXXIII, 3 (1988). Zbl0693.62066MR968395
  5. 5. A. A. Novikov, On discontinuous martingales, Theory Probab. and Appl., XX, 1,1975, p. 13-28. Zbl0354.60025MR394861
  6. 6. A. A. Novikov, Consistency of LS-estimates in regression models with martingale errors, In Statistics and Control of Stochastic Processes, Optimization software, Springer-Verlag, Berlin and etc, 1985. Zbl0645.62094MR808213
  7. 7. A. Lebreton, M. Musiela, Strong consistency of LS-estimates in linear regression models driven by semimartingales, J. Multiv. Anal.,1987, 23, 1, p. 77-92. Zbl0627.62089MR911795
  8. 8. A. V. Mel'nikov, On Strong consistency of LS-estimates in regression models with depending errors, Proceedings of IV European Young Statisticians Meeting, Pliska, Sofia, 1988. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.