Strong consistency of least squares estimates in linear regression models driven by semimartingales

Weak consistency of least-squares estimators in linear models

Kaffes, D
Bhaskara Rao, M

June 1982

AbstractLet Yn, n≥1, be a sequence of integrable random variables with EYn = xn1β1 + xn2β2 + … + xnp...

Moment consistency of estimators in partially linear models under NA samples

Xingcai Zhou
Xinsheng Liu
Shuhe Hu

Partial linear model, NA random variables, Least-squares estimator, Weighted least-squares estimator...

Root-n consistent estimation in partly linear regression models

Schick, Anton

This paper deals with root-n consistent estimation of the parameter [beta] in the partly linear regr...

Strong consistency of least squares estimates in linear regression models driven by semimartingales

Le Breton, A.
Musiela, M.

October 1987

AbstractMultiple linear regression models with non random regressors in continuous time are consider...

Strong consistency of least squares estimators in the monotone regression model

Christopeit, N.
Tosstorff, G.

January 1982

SIGLEBibliothek Weltwirtschaft Kiel C117,312 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...

Strong consistency of least squares estimates in multiple regression II

Lai, T.L
Robbins, Herbert
Wei, C.Z

September 1979

AbstractThe strong consistency of least squares estimates in multiple regression models is establish...

Strong consistency of least squares estimators in the monotone regression model with stochastic regressors

Christopeit, N.
Tosstorff, G.
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten.
Deutsche Forschungsgemeinschaft (DFG), Bonn (Germany)

January 1985

SIGLETIB: RO 3009 (39) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbib...

Strong law of large numbers for some classes of semi-martingales and strong consistency of estimates in linear regression models

Le Breton, A.
Musiela, M.
Centre National de la Recherche Scientifique (CNRS), 38 - Saint-Martin-d'Heres (France). Lab. des Techniques de l'Informatique, des Mathematiques, de la Microelectronique, et de la Microscopie Quantitative

January 1985

SIGLECNRS RS 17660 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

Convergence systems and strong consistency of least squares estimates in regression models

Gui-Jing, Chen
Lai, T.L
Wei, C.Z

September 1981

AbstractA recent theorem of T. L. Hai, H. Robbins, and C. Z. Wei (J. Multivariate Anal. 9 (1979), 34...

Strong Consistency In Nonlinear Regression With Multiplicative Error

Bhattacharyva, B. B.

January 1992

Sufficient conditions are given to ensure the existence of a sequence of strongly consistent estimat...

Strong Consistency Results for Least Squares Estimators in General Vector Autoregressions with Deterministic Terms.

Nielsen, B

January 2005

A vector autoregression with deterministic terms and with no restrictions to its characteristic root...

Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms.

Nielsen, Bent

January 2003

A vector autoregression with deterministic terms and with no restrictions to its characteristic root...

Asymptotic properties of least-squares estimators in semimartingale regression models

Christopeit, Norbert

January 1985

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors

Štulajter, František

January 1991

summary:The least squres invariant quadratic estimator of an unknown covariance function of a stocha...

Strong Consistency In Nonlinear-Regression With Multiplicative Error

January 1992

Sufficient conditions are given to ensure the existence of a sequence of strongly consistent estimat...

Weak consistency of least-squares estimators in linear models

Kaffes, D
Bhaskara Rao, M

June 1982

AbstractLet Yn, n≥1, be a sequence of integrable random variables with EYn = xn1β1 + xn2β2 + … + xnp...

Moment consistency of estimators in partially linear models under NA samples

Xingcai Zhou
Xinsheng Liu
Shuhe Hu

Partial linear model, NA random variables, Least-squares estimator, Weighted least-squares estimator...

Root-n consistent estimation in partly linear regression models

Schick, Anton

This paper deals with root-n consistent estimation of the parameter [beta] in the partly linear regr...

Strong consistency of least squares estimates in linear regression models driven by semimartingales

Le Breton, A.
Musiela, M.

October 1987

AbstractMultiple linear regression models with non random regressors in continuous time are consider...

Strong consistency of least squares estimators in the monotone regression model

Christopeit, N.
Tosstorff, G.

January 1982

SIGLEBibliothek Weltwirtschaft Kiel C117,312 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...

Strong consistency of least squares estimates in multiple regression II

Lai, T.L
Robbins, Herbert
Wei, C.Z

September 1979

AbstractThe strong consistency of least squares estimates in multiple regression models is establish...

Strong consistency of least squares estimators in the monotone regression model with stochastic regressors

Christopeit, N.
Tosstorff, G.
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten.
Deutsche Forschungsgemeinschaft (DFG), Bonn (Germany)

January 1985

SIGLETIB: RO 3009 (39) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informationsbib...

Strong law of large numbers for some classes of semi-martingales and strong consistency of estimates in linear regression models

Le Breton, A.
Musiela, M.
Centre National de la Recherche Scientifique (CNRS), 38 - Saint-Martin-d'Heres (France). Lab. des Techniques de l'Informatique, des Mathematiques, de la Microelectronique, et de la Microscopie Quantitative

January 1985

SIGLECNRS RS 17660 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

Convergence systems and strong consistency of least squares estimates in regression models

Gui-Jing, Chen
Lai, T.L
Wei, C.Z

September 1981

AbstractA recent theorem of T. L. Hai, H. Robbins, and C. Z. Wei (J. Multivariate Anal. 9 (1979), 34...

Strong Consistency In Nonlinear Regression With Multiplicative Error

Bhattacharyva, B. B.

January 1992

Sufficient conditions are given to ensure the existence of a sequence of strongly consistent estimat...

Strong Consistency Results for Least Squares Estimators in General Vector Autoregressions with Deterministic Terms.

Nielsen, B

January 2005

A vector autoregression with deterministic terms and with no restrictions to its characteristic root...

Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms.

Nielsen, Bent

January 2003

A vector autoregression with deterministic terms and with no restrictions to its characteristic root...

Asymptotic properties of least-squares estimators in semimartingale regression models

Christopeit, Norbert

January 1985

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors

Štulajter, František

January 1991

summary:The least squres invariant quadratic estimator of an unknown covariance function of a stocha...

Strong Consistency In Nonlinear-Regression With Multiplicative Error

January 1992

Sufficient conditions are given to ensure the existence of a sequence of strongly consistent estimat...

Weak consistency of least-squares estimators in linear models

Kaffes, D
Bhaskara Rao, M

June 1982

AbstractLet Yn, n≥1, be a sequence of integrable random variables with EYn = xn1β1 + xn2β2 + … + xnp...

Moment consistency of estimators in partially linear models under NA samples

Xingcai Zhou
Xinsheng Liu
Shuhe Hu

Partial linear model, NA random variables, Least-squares estimator, Weighted least-squares estimator...

Root-n consistent estimation in partly linear regression models

Schick, Anton

This paper deals with root-n consistent estimation of the parameter [beta] in the partly linear regr...

Strong consistency of least squares estimates in linear regression models driven by semimartingales

Abstract

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Strong consistency of least squares estimates in linear regression models driven by semimartingales

Abstract

Extracted data

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