@article{PSMIR_1987___1_97_0, author = {Mel'nikov, A. V.}, title = {On {Regression} {Models} with {Non-Square} {Integrable} {Martingale-Like} {Errors}}, journal = {Publications de l'Institut de recherche math\'ematiques de Rennes}, pages = {97--107}, publisher = {D\'epartement de Math\'ematiques et Informatique, Universit\'e de Rennes}, number = {1}, year = {1987}, zbl = {0709.62077}, language = {en}, url = {http://archive.numdam.org/item/PSMIR_1987___1_97_0/} }
TY - JOUR AU - Mel'nikov, A. V. TI - On Regression Models with Non-Square Integrable Martingale-Like Errors JO - Publications de l'Institut de recherche mathématiques de Rennes PY - 1987 SP - 97 EP - 107 IS - 1 PB - Département de Mathématiques et Informatique, Université de Rennes UR - http://archive.numdam.org/item/PSMIR_1987___1_97_0/ LA - en ID - PSMIR_1987___1_97_0 ER -
%0 Journal Article %A Mel'nikov, A. V. %T On Regression Models with Non-Square Integrable Martingale-Like Errors %J Publications de l'Institut de recherche mathématiques de Rennes %D 1987 %P 97-107 %N 1 %I Département de Mathématiques et Informatique, Université de Rennes %U http://archive.numdam.org/item/PSMIR_1987___1_97_0/ %G en %F PSMIR_1987___1_97_0
Mel'nikov, A. V. On Regression Models with Non-Square Integrable Martingale-Like Errors. Publications de l'Institut de recherche mathématiques de Rennes, no. 1 (1987), pp. 97-107. http://archive.numdam.org/item/PSMIR_1987___1_97_0/
1. On a large numbers law for multidimensional local martingales, IV International Vilnius Conference on Probab. and Math. Stat., Summary of papers, Vilnius, 1985.
,2. Theory of martingales, Moscow, Nauka, 1986. | MR
, ,3. The law of large numbers for multidimensional martingales, Soviet Math. Dokl., V. 33 (1986), N° 1, p. 131-135. | MR | Zbl
,4. On sequential inferences with guaranted accuracy for semimartingales, Theory Probab. and Appl., XXXIII, 3 (1988). | MR | Zbl
, ,5. On discontinuous martingales, Theory Probab. and Appl., XX, 1,1975, p. 13-28. | MR | Zbl
,6. 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. | MR | Zbl
,7. Strong consistency of LS-estimates in linear regression models driven by semimartingales, J. Multiv. Anal.,1987, 23, 1, p. 77-92. | MR | Zbl
, ,8. On Strong consistency of LS-estimates in regression models with depending errors, Proceedings of IV European Young Statisticians Meeting, Pliska, Sofia, 1988.
,